-15.1%
MP vs TRMB
-38.3%
+23.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.1% | +4.3% |
| 7D | -10.5% | -16.7% | +6.2% | +0.3% |
| 30D | -23.5% | -9.9% | -13.6% | -19.0% |
| 3M | -25.4% | -7.6% | -17.9% | -22.9% |
| 6M | -51.3% | -14.7% | -36.6% | -47.2% |
| YTD | -29.9% | -30.9% | +1.0% | -11.7% |
| 1Y | -31.8% | -31.3% | -0.5% | -13.9% |
| 3Y | +127.0% | +29.4% | +97.6% | +59.3% |
| All | -15.1% | -38.3% | +23.2% | +25.1% |
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 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