+180.0%
MCD vs TRMB
+114.9%
+65.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | -6.1% | -1.2% | -4.9% | -6.0% |
| 3M | -7.3% | +9.6% | -16.9% | -9.5% |
| 6M | -20.9% | -16.1% | -4.8% | -18.1% |
| YTD | -14.7% | -25.0% | +10.3% | -9.6% |
| 1Y | -16.1% | -27.7% | +11.6% | -10.6% |
| 3Y | -1.5% | +15.3% | -16.8% | -9.4% |
| 5Y | +20.4% | -37.4% | +57.8% | +29.0% |
| 10Y | +180.0% | +117.5% | +62.5% | +91.4% |
| All | +180.0% | +114.9% | +65.1% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling