+23.0%
MMM vs TRMB
-31.2%
+54.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -17.3% | +26.9% | +10.7% |
| 7D | +12.2% | -15.7% | +27.9% | +12.9% |
| 30D | +18.8% | -7.8% | +26.6% | +17.0% |
| 3M | +7.4% | -9.3% | +16.7% | +6.0% |
| 6M | +38.3% | -20.8% | +59.1% | +41.7% |
| YTD | +22.9% | -30.8% | +53.6% | +31.3% |
| 1Y | +23.0% | -31.0% | +54.0% | +31.2% |
| All | +23.0% | -31.2% | +54.2% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling