+110.7%
MCK vs TRMB
+12.4%
+98.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.3% |
| 3M | +12.1% | +15.3% | -3.2% | +11.7% |
| 6M | -5.4% | -14.7% | +9.3% | -5.4% |
| YTD | +7.8% | -26.4% | +34.2% | +8.2% |
| 1Y | +22.9% | -30.4% | +53.4% | +23.4% |
| 3Y | +110.7% | +13.5% | +97.2% | +120.3% |
| All | +110.7% | +12.4% | +98.3% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling