+199.5%
MCHP vs TRMB
+121.9%
+77.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +2.7% |
| 7D | 0.0% | -3.0% | +3.1% | +2.1% |
| 30D | -6.0% | +2.3% | -8.4% | -7.8% |
| 3M | -19.7% | +15.3% | -35.0% | -28.3% |
| 6M | +14.0% | -14.7% | +28.7% | +23.7% |
| YTD | +18.4% | -26.4% | +44.8% | +41.0% |
| 1Y | +17.1% | -30.4% | +47.5% | +44.7% |
| 3Y | +0.7% | +13.5% | -12.8% | -12.7% |
| 5Y | +5.1% | -38.6% | +43.7% | +36.1% |
| All | +199.5% | +121.9% | +77.6% | +86.9% |
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