+254.1%
MP vs TRMB
+25.8%
+228.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.1% | +4.3% |
| 7D | -10.5% | -16.7% | +6.2% | +0.4% |
| 30D | -23.5% | -9.9% | -13.6% | -19.0% |
| 3M | -25.4% | -7.6% | -17.9% | -22.8% |
| 6M | -51.3% | -14.7% | -36.6% | -47.3% |
| YTD | -29.9% | -30.9% | +1.0% | -12.1% |
| 1Y | -31.8% | -31.3% | -0.5% | -14.2% |
| 3Y | +127.0% | +29.4% | +97.6% | +63.8% |
| 5Y | -3.3% | -37.4% | +34.1% | +24.1% |
| All | +254.1% | +25.8% | +228.3% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling