+267.3%
MP vs TRMB
+31.3%
+236.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | -1.5% |
| 7D | +2.3% | +4.1% | -1.8% | -0.5% |
| 30D | -15.3% | -5.1% | -10.2% | -13.5% |
| 3M | -33.5% | -2.6% | -30.9% | -33.7% |
| 6M | -45.5% | -2.7% | -42.8% | -46.5% |
| YTD | -27.3% | -27.9% | +0.6% | -11.6% |
| 1Y | -40.7% | -29.0% | -11.7% | -27.1% |
| 3Y | +145.9% | +35.0% | +110.9% | +72.2% |
| 5Y | -13.9% | -33.9% | +20.0% | +6.0% |
| All | +267.3% | +31.3% | +236.0% | +251.3% |
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