+294.1%
TRV vs MPC
+1,148.7%
-854.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.6% |
| 7D | +0.5% | +3.9% | -3.4% | -0.5% |
| 30D | -4.9% | +33.8% | -38.6% | -11.8% |
| 3M | +23.7% | +49.9% | -26.1% | +11.0% |
| 6M | +20.3% | +80.9% | -60.6% | +2.0% |
| YTD | +27.1% | +147.4% | -120.4% | -1.3% |
| 1Y | +35.3% | +123.2% | -87.9% | +7.6% |
| 3Y | +139.8% | +171.7% | -31.9% | +74.9% |
| 5Y | +153.9% | +678.6% | -524.7% | +30.8% |
| All | +294.1% | +1,148.7% | -854.5% | +58.9% |
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