+2,771.8%
MMM vs TRMB
+3,100.8%
-329.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +5.8% | -17.0% | +22.7% | +7.8% |
| 30D | +17.9% | -9.0% | +26.9% | +18.8% |
| 3M | +3.6% | -8.1% | +11.7% | +4.2% |
| 6M | +32.9% | -10.1% | +43.0% | +33.8% |
| YTD | +19.5% | -30.2% | +49.7% | +24.1% |
| 1Y | +16.5% | -30.7% | +47.2% | +21.1% |
| 3Y | +167.2% | +32.6% | +134.5% | +155.9% |
| 5Y | +48.2% | -38.1% | +86.4% | +54.0% |
| 10Y | +83.0% | +98.9% | -15.9% | +65.4% |
| All | +2,771.8% | +3,100.8% | -329.0% | +1,902.4% |
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