+87.8%
MET vs TRMB
-34.2%
+122.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.6% |
| 7D | 0.0% | +4.1% | -4.1% | -1.3% |
| 30D | +3.4% | -5.1% | +8.4% | +4.0% |
| 3M | +7.0% | -2.6% | +9.6% | +6.3% |
| 6M | +34.6% | -2.7% | +37.3% | +33.2% |
| YTD | +34.0% | -27.9% | +61.9% | +48.0% |
| 1Y | +35.9% | -29.0% | +65.0% | +50.8% |
| 3Y | +85.5% | +35.0% | +50.5% | +62.3% |
| 5Y | +87.8% | -33.9% | +121.7% | +94.1% |
| All | +87.8% | -34.2% | +122.0% | +94.1% |
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