+6,932.8%
MDT vs TRMB
+3,157.0%
+3,775.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +1.0% | +2.8% | -1.8% | +0.7% |
| 30D | +9.2% | -5.9% | +15.0% | +9.5% |
| 3M | +14.5% | -3.3% | +17.8% | +14.5% |
| 6M | +37.3% | +1.3% | +36.0% | +36.5% |
| YTD | +9.8% | -29.0% | +38.8% | +13.1% |
| 1Y | +10.5% | -27.8% | +38.3% | +13.6% |
| 3Y | +57.4% | +36.3% | +21.1% | +50.3% |
| 5Y | +1.2% | -35.8% | +37.0% | +3.5% |
| 10Y | +63.2% | +103.1% | -39.8% | +48.5% |
| All | +6,932.8% | +3,157.0% | +3,775.8% | +4,811.4% |
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 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