+1,049.8%
MDB vs TRMB
+45.7%
+1,004.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.3% |
| 7D | -17.4% | -2.5% | -14.9% | -15.9% |
| 30D | -2.0% | +1.5% | -3.5% | -3.2% |
| 3M | -3.0% | +6.8% | -9.8% | -8.2% |
| 6M | +48.7% | -14.9% | +63.6% | +66.3% |
| YTD | -12.1% | -24.1% | +12.0% | +6.8% |
| 1Y | +14.5% | -25.4% | +39.9% | +40.0% |
| 3Y | -6.1% | +8.0% | -14.2% | -15.4% |
| 5Y | -27.3% | -37.3% | +10.0% | -1.7% |
| All | +1,049.8% | +45.7% | +1,004.1% | +808.1% |
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