+6,923.6%
MCK vs TRMB
+2,393.4%
+4,530.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.1% |
| 7D | -2.9% | -3.0% | +0.1% | -2.6% |
| 30D | +0.4% | +2.3% | -1.9% | +0.1% |
| 3M | +12.1% | +15.3% | -3.2% | +10.2% |
| 6M | -5.4% | -14.7% | +9.3% | -4.0% |
| YTD | +7.8% | -26.4% | +34.2% | +11.1% |
| 1Y | +22.9% | -30.4% | +53.4% | +27.4% |
| 3Y | +110.7% | +13.5% | +97.2% | +103.8% |
| 5Y | +346.2% | -38.6% | +384.8% | +357.9% |
| 10Y | +440.1% | +121.8% | +318.4% | +372.2% |
| All | +6,923.6% | +2,393.4% | +4,530.2% | +4,349.8% |
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 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