-19.1%
MP vs TRMB
-38.8%
+19.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.3% |
| 7D | -19.0% | -17.9% | -1.1% | -8.2% |
| 30D | -30.5% | -12.0% | -18.5% | -25.1% |
| 3M | -29.6% | -8.4% | -21.1% | -26.7% |
| 6M | -50.4% | -21.5% | -28.9% | -43.1% |
| YTD | -33.2% | -31.5% | -1.7% | -15.4% |
| 1Y | -38.6% | -33.4% | -5.2% | -20.5% |
| 3Y | +105.5% | +26.5% | +79.0% | +46.9% |
| All | -19.1% | -38.8% | +19.7% | +19.9% |
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