+1,209.8%
MET vs TRMB
+1,718.2%
-508.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.2% | -2.5% | +3.7% | +2.0% |
| 30D | +1.4% | +1.5% | -0.1% | +0.8% |
| 3M | +17.7% | +6.8% | +10.9% | +14.8% |
| 6M | +35.0% | -14.9% | +49.9% | +41.0% |
| YTD | +26.3% | -24.1% | +50.4% | +36.4% |
| 1Y | +22.8% | -25.4% | +48.2% | +33.0% |
| 3Y | +65.9% | +8.0% | +57.9% | +58.2% |
| 5Y | +85.4% | -37.3% | +122.7% | +103.8% |
| 10Y | +253.7% | +116.8% | +136.9% | +162.1% |
| All | +1,209.8% | +1,718.2% | -508.4% | +512.4% |
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