+875.5%
MDB vs TRMB
+32.5%
+842.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.1% |
| 7D | -11.4% | -16.7% | +5.3% | -0.6% |
| 30D | -13.8% | -9.9% | -3.9% | -8.8% |
| 3M | -15.5% | -7.6% | -7.9% | -12.3% |
| 6M | +17.9% | -14.7% | +32.6% | +28.9% |
| YTD | -25.5% | -30.9% | +5.5% | -4.8% |
| 1Y | -12.1% | -31.3% | +19.3% | +12.4% |
| 3Y | -5.9% | +29.4% | -35.3% | -26.8% |
| 5Y | -43.7% | -37.4% | -6.3% | -23.9% |
| All | +875.5% | +32.5% | +842.9% | +708.7% |
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 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