+344.9%
TRV vs MPC
+1,171.2%
-826.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.0% | +11.2% | -9.2% | -0.7% |
| 30D | +6.7% | -14.5% | +21.2% | +10.6% |
| 3M | +9.4% | +16.7% | -7.3% | +4.5% |
| 6M | +37.7% | +67.6% | -29.8% | +19.1% |
| YTD | +40.6% | +157.9% | -117.3% | +7.2% |
| 1Y | +42.4% | +116.7% | -74.2% | +13.7% |
| 3Y | +148.1% | +199.8% | -51.6% | +74.8% |
| 5Y | +181.7% | +604.4% | -422.7% | +48.5% |
| All | +344.9% | +1,171.2% | -826.3% | +77.8% |
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