+259.0%
TRV vs MP
+450.8%
-191.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | -0.1% | -2.9% | +2.7% | -0.1% |
| 30D | -3.4% | +13.8% | -17.2% | -3.8% |
| 3M | +26.4% | -16.7% | +43.1% | +26.9% |
| 6M | +19.3% | -11.5% | +30.8% | +19.3% |
| YTD | +28.3% | +7.9% | +20.4% | +27.2% |
| 1Y | +34.3% | -15.0% | +49.3% | +33.7% |
| 3Y | +140.1% | +153.5% | -13.4% | +123.8% |
| 5Y | +155.7% | +58.7% | +97.1% | +140.3% |
| All | +259.0% | +450.8% | -191.8% | +207.1% |
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