+28.6%
MCO vs TRMB
-39.8%
+68.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | -7.3% | -5.4% | -1.9% | -5.0% |
| 30D | -1.7% | -2.0% | +0.3% | -0.9% |
| 3M | +3.9% | +12.3% | -8.4% | -1.6% |
| 6M | +3.8% | -17.6% | +21.4% | +12.2% |
| YTD | -7.9% | -27.5% | +19.6% | +5.0% |
| 1Y | -6.8% | -29.1% | +22.2% | +6.7% |
| 3Y | +40.9% | +11.5% | +29.4% | +26.3% |
| All | +28.6% | -39.8% | +68.5% | +55.2% |
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 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