+58.1%
MP vs TRMB
-37.2%
+95.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.2% |
| 7D | -2.9% | -2.5% | -0.3% | -1.1% |
| 30D | +13.8% | +1.5% | +12.3% | +12.1% |
| 3M | -16.7% | +6.8% | -23.5% | -22.2% |
| 6M | -11.5% | -14.9% | +3.5% | -2.0% |
| YTD | +7.9% | -24.1% | +32.0% | +29.4% |
| 1Y | -15.0% | -25.4% | +10.4% | +2.4% |
| 3Y | +153.5% | +8.0% | +145.5% | +113.6% |
| All | +58.1% | -37.2% | +95.4% | +105.3% |
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 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