-13.9%
MP vs TRMB
-34.2%
+20.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.6% |
| 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% | -11.2% |
| 1Y | -40.7% | -29.0% | -11.7% | -26.8% |
| 3Y | +145.9% | +35.0% | +110.9% | +68.0% |
| 5Y | -13.9% | -33.9% | +20.0% | +14.4% |
| All | -13.9% | -34.2% | +20.3% | +14.4% |
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