-17.3%
MCD vs TRMB
-24.7%
+7.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.8% | -2.5% | -0.3% | -2.6% |
| 30D | -6.0% | +1.5% | -7.5% | -6.2% |
| 3M | -5.6% | +6.8% | -12.3% | -6.5% |
| 6M | -21.9% | -14.9% | -6.9% | -21.8% |
| YTD | -14.7% | -24.1% | +9.4% | -14.5% |
| 1Y | -17.3% | -25.4% | +8.1% | -17.5% |
| All | -17.3% | -24.7% | +7.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling