+883.5%
TRV vs MPC
+2,849.2%
-1,965.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -0.3% | -16.2% | +15.9% | +3.8% |
| 30D | +9.6% | -15.7% | +25.3% | +13.7% |
| 3M | +2.7% | +24.9% | -22.2% | -3.3% |
| 6M | +32.0% | +52.7% | -20.6% | +17.9% |
| YTD | +37.8% | +131.9% | -94.1% | +10.1% |
| 1Y | +45.2% | +96.6% | -51.4% | +20.7% |
| 3Y | +145.3% | +163.8% | -18.5% | +83.9% |
| 5Y | +172.3% | +533.1% | -360.8% | +58.2% |
| 10Y | +367.3% | +1,118.6% | -751.3% | +106.6% |
| All | +883.5% | +2,849.2% | -1,965.8% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling