Try:
valgrind --tool=memcheck --leak-check=full [–show-reachable=yes] [–num-callers=50] [–track-origins=yes] [–db-attach=yes] --suppressions=root-config --etcdir/valgrind-root.supp root-config --bindir/root.exe -l -q 'YourMacro.cxx[++][(Any, Parameters, You, Need)]'
or:
valgrind --tool=memcheck --leak-check=full [–show-reachable=yes] [–num-callers=50] [–track-origins=yes] [–db-attach=yes] --suppressions=root-config --etcdir/valgrind-root.supp YourExecutable [Any Options You Need]
and especially carefully study messages that appear in the beginning of the output.
(Note: the “–show-reachable=yes” option will give you too many warnings, I believe.)