-43.2%
MP vs TRMB
-31.2%
-12.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | -3.6% | -16.6% | +12.9% | +1.1% |
| 30D | -21.0% | -8.9% | -12.1% | -19.2% |
| 3M | -33.3% | -6.3% | -27.0% | -32.3% |
| 6M | -45.9% | -10.0% | -36.0% | -42.7% |
| YTD | -27.8% | -30.1% | +2.3% | -16.4% |
| 1Y | -43.2% | -31.3% | -11.9% | -33.1% |
| All | -43.2% | -31.2% | -12.0% | -33.1% |
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