+1.4%
MCHP vs TRMB
-39.6%
+41.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.3% |
| 7D | -2.1% | -5.4% | +3.3% | +1.6% |
| 30D | -11.1% | -2.0% | -9.2% | -10.3% |
| 3M | -18.1% | +12.3% | -30.4% | -25.7% |
| 6M | +10.8% | -17.6% | +28.4% | +23.7% |
| YTD | +14.2% | -27.5% | +41.7% | +38.9% |
| 1Y | +13.5% | -29.1% | +42.6% | +39.9% |
| 3Y | -2.0% | +11.5% | -13.5% | -15.1% |
| 5Y | +1.4% | -39.5% | +40.8% | +33.8% |
| All | +1.4% | -39.6% | +41.0% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling