-15.4%
MDLN vs TRMB
-26.9%
+11.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.8% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -1.5% | -1.2% | -0.3% | -1.1% |
| 3M | +2.6% | +9.6% | -7.0% | -0.7% |
| 6M | -20.9% | -16.1% | -4.7% | -19.6% |
| YTD | -17.4% | -25.0% | +7.6% | -18.9% |
| All | -15.4% | -26.9% | +11.5% | -17.2% |
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