+3,070.5%
MLM vs TRMB
+3,219.3%
-148.7%
-63.7%
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% | +1.4% |
| 7D | -2.9% | -2.5% | -0.4% | -2.4% |
| 30D | -6.8% | +1.5% | -8.3% | -7.2% |
| 3M | -11.2% | +6.8% | -18.0% | -12.5% |
| 6M | -21.8% | -14.9% | -6.9% | -19.5% |
| YTD | -17.0% | -24.1% | +7.1% | -12.6% |
| 1Y | -16.4% | -25.4% | +9.0% | -11.8% |
| 3Y | +14.5% | +8.0% | +6.5% | +10.9% |
| 5Y | +41.7% | -37.3% | +79.1% | +51.6% |
| 10Y | +200.0% | +116.8% | +83.2% | +153.9% |
| All | +3,070.5% | +3,219.3% | -148.7% | +1,507.5% |
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 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