+48.2%
MMM vs TRMB
-38.3%
+86.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +5.8% | -17.0% | +22.7% | +11.1% |
| 30D | +17.9% | -9.0% | +26.9% | +19.7% |
| 3M | +3.6% | -8.1% | +11.7% | +4.6% |
| 6M | +32.9% | -10.1% | +43.0% | +34.5% |
| YTD | +19.5% | -30.2% | +49.7% | +32.8% |
| 1Y | +16.5% | -30.7% | +47.2% | +29.5% |
| 3Y | +167.2% | +32.6% | +134.5% | +131.1% |
| 5Y | +48.2% | -38.1% | +86.4% | +48.7% |
| All | +48.2% | -38.3% | +86.6% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling