+6,351.4%
MCD vs TRMB
+3,100.8%
+3,250.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | +5.9% | -17.0% | +22.9% | +7.3% |
| 30D | +19.6% | -9.0% | +28.6% | +20.3% |
| 3M | +3.3% | -8.1% | +11.4% | +3.7% |
| 6M | +3.5% | -10.1% | +13.6% | +4.0% |
| YTD | -6.1% | -30.2% | +24.1% | -3.8% |
| 1Y | -3.7% | -30.7% | +27.0% | -1.3% |
| 3Y | +13.4% | +32.6% | -19.3% | +9.2% |
| 5Y | +25.2% | -38.1% | +63.3% | +27.4% |
| 10Y | +211.3% | +98.9% | +112.3% | +186.6% |
| All | +6,351.4% | +3,100.8% | +3,250.6% | +4,838.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling