+920.8%
MDB vs TRMB
+33.9%
+886.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +3.9% |
| 7D | -0.9% | -17.0% | +16.0% | +11.5% |
| 30D | -15.2% | -9.0% | -6.2% | -10.8% |
| 3M | -17.9% | -8.1% | -9.8% | -14.5% |
| 6M | +9.3% | -10.1% | +19.4% | +15.3% |
| YTD | -22.0% | -30.2% | +8.2% | -1.2% |
| 1Y | -9.3% | -30.7% | +21.4% | +15.2% |
| 3Y | -10.4% | +32.6% | -43.0% | -31.6% |
| 5Y | -43.2% | -38.1% | -5.1% | -22.9% |
| All | +920.8% | +33.9% | +886.9% | +740.1% |
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