-18.3%
MDT vs TRMB
-39.6%
+21.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.6% | -5.4% | +3.8% | -0.3% |
| 30D | +1.0% | -2.0% | +3.0% | +1.4% |
| 3M | +15.2% | +12.3% | +2.9% | +12.0% |
| 6M | +3.7% | -17.6% | +21.3% | +7.7% |
| YTD | -3.0% | -27.5% | +24.5% | +3.5% |
| 1Y | +2.5% | -29.1% | +31.6% | +9.6% |
| 3Y | +26.5% | +11.5% | +15.0% | +18.2% |
| 5Y | -18.3% | -39.5% | +21.2% | -10.4% |
| All | -18.3% | -39.6% | +21.3% | -10.4% |
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