+19.3%
MLM vs TRMB
+27.3%
-8.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -4.1% | -16.7% | +12.6% | +0.8% |
| 30D | +8.2% | -9.9% | +18.1% | +10.5% |
| 3M | -3.6% | -7.6% | +4.0% | -2.6% |
| 6M | -15.6% | -14.7% | -0.9% | -12.4% |
| YTD | -16.4% | -30.9% | +14.5% | -6.9% |
| 1Y | -14.3% | -31.3% | +17.0% | -4.5% |
| 3Y | +19.3% | +29.4% | -10.1% | +8.5% |
| All | +19.3% | +27.3% | -8.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling