-45.2%
MDB vs TRMB
-38.3%
-7.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +1.9% |
| 7D | -11.4% | -16.7% | +5.3% | +1.9% |
| 30D | -13.8% | -9.9% | -3.9% | -8.0% |
| 3M | -15.5% | -7.6% | -7.9% | -12.1% |
| 6M | +17.9% | -14.7% | +32.6% | +31.1% |
| YTD | -25.5% | -30.9% | +5.5% | +1.0% |
| 1Y | -12.1% | -31.3% | +19.3% | +19.2% |
| 3Y | -5.9% | +29.4% | -35.3% | -40.2% |
| All | -45.2% | -38.3% | -7.0% | +8.3% |
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 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