-5.0%
MCD vs TRMB
-33.2%
+28.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +7.1% | -16.7% | +23.8% | +7.0% |
| 30D | +19.8% | -9.9% | +29.7% | +18.7% |
| 3M | +0.8% | -7.6% | +8.4% | -0.4% |
| 6M | -1.3% | -14.7% | +13.4% | -2.7% |
| YTD | -7.8% | -30.9% | +23.2% | -8.8% |
| 1Y | -5.0% | -31.3% | +26.4% | -6.4% |
| All | -5.0% | -33.2% | +28.2% | -6.4% |
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 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