+6,286.3%
MDT vs TRMB
+3,381.2%
+2,905.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.3% |
| 7D | +3.2% | -2.5% | +5.7% | +3.5% |
| 30D | +9.5% | +1.5% | +8.0% | +9.3% |
| 3M | +16.0% | +6.8% | +9.2% | +15.1% |
| 6M | +0.2% | -14.9% | +15.2% | +1.7% |
| YTD | -0.3% | -24.1% | +23.8% | +2.4% |
| 1Y | +4.7% | -25.4% | +30.1% | +7.6% |
| 3Y | +26.5% | +8.0% | +18.5% | +24.0% |
| 5Y | -18.2% | -37.3% | +19.1% | -15.9% |
| 10Y | +40.0% | +116.8% | -76.8% | +26.9% |
| All | +6,286.3% | +3,381.2% | +2,905.1% | +4,343.9% |
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