+959.5%
MDB vs TRMB
+36.7%
+922.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.3% |
| 7D | +11.6% | +4.1% | +7.5% | +8.4% |
| 30D | -8.9% | -7.0% | -1.9% | -5.8% |
| 3M | -22.4% | -0.9% | -21.5% | -23.4% |
| 6M | +10.1% | -1.2% | +11.3% | +8.5% |
| YTD | -19.0% | -28.7% | +9.7% | +1.0% |
| 1Y | -7.0% | -32.1% | +25.1% | +20.0% |
| 3Y | -9.8% | +33.4% | -43.3% | -31.5% |
| 5Y | -40.1% | -35.6% | -4.5% | -20.7% |
| All | +959.5% | +36.7% | +922.8% | +758.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling