+79.6%
MMM vs TRMB
+96.4%
-16.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +7.0% | -16.6% | +23.5% | +12.2% |
| 30D | +18.4% | -8.9% | +27.3% | +20.4% |
| 3M | +4.5% | -6.3% | +10.8% | +5.0% |
| 6M | +33.4% | -10.0% | +43.4% | +35.3% |
| YTD | +20.0% | -30.1% | +50.1% | +32.5% |
| 1Y | +15.0% | -31.3% | +46.3% | +27.5% |
| 3Y | +165.0% | +30.8% | +134.2% | +132.2% |
| 5Y | +47.9% | -35.9% | +83.9% | +59.6% |
| 10Y | +79.6% | +101.7% | -22.1% | +36.8% |
| All | +79.6% | +96.4% | -16.8% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling