+352.5%
TRV vs MPC
+1,105.8%
-753.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +1.4% | -8.8% | +10.2% | +3.5% |
| 30D | +8.7% | -14.4% | +23.1% | +12.6% |
| 3M | +7.1% | +21.9% | -14.9% | +1.1% |
| 6M | +35.5% | +60.1% | -24.6% | +18.5% |
| YTD | +39.7% | +142.3% | -102.6% | +8.2% |
| 1Y | +44.1% | +101.7% | -57.6% | +17.1% |
| 3Y | +148.1% | +184.8% | -36.7% | +77.0% |
| 5Y | +178.6% | +564.6% | -386.1% | +48.9% |
| 10Y | +352.5% | +1,098.3% | -745.8% | +83.8% |
| All | +352.5% | +1,105.8% | -753.2% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling