+8.2%
MDB vs TRMB
-29.4%
+37.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +2.3% |
| 7D | -4.5% | -2.9% | -1.6% | -2.6% |
| 30D | -14.0% | -1.8% | -12.2% | -13.0% |
| 3M | +5.3% | +8.4% | -3.1% | -0.6% |
| 6M | +31.9% | -18.5% | +50.4% | +51.6% |
| YTD | -14.6% | -26.7% | +12.1% | +2.1% |
| 1Y | +8.2% | -28.3% | +36.5% | +30.5% |
| All | +8.2% | -29.4% | +37.6% | +30.5% |
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