+22.9%
MCK vs TRMB
-28.6%
+51.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | 0.0% |
| 7D | -2.9% | -3.0% | +0.1% | -2.8% |
| 30D | +0.4% | +2.3% | -1.9% | +0.2% |
| 3M | +12.1% | +15.3% | -3.2% | +11.3% |
| 6M | -5.4% | -14.7% | +9.3% | -5.8% |
| YTD | +7.8% | -26.4% | +34.2% | +8.1% |
| 1Y | +22.9% | -30.4% | +53.4% | +23.2% |
| All | +22.9% | -28.6% | +51.6% | +23.2% |
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