+285.5%
TRV vs MP
+257.7%
+27.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.9% | -2.0% |
| 7D | -0.3% | -10.5% | +10.3% | 0.0% |
| 30D | +9.6% | -23.5% | +33.1% | +10.2% |
| 3M | +2.7% | -25.4% | +28.2% | +3.2% |
| 6M | +32.0% | -51.3% | +83.3% | +34.0% |
| YTD | +37.8% | -29.9% | +67.7% | +37.8% |
| 1Y | +45.2% | -31.8% | +77.1% | +45.1% |
| 3Y | +145.3% | +127.0% | +18.3% | +127.1% |
| 5Y | +172.3% | -3.3% | +175.6% | +158.8% |
| All | +285.5% | +257.7% | +27.8% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling