+1,134.0%
MPC vs TRMB
+114.9%
+1,019.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.4% | +2.8% |
| 7D | +3.9% | -0.3% | +4.1% | +4.0% |
| 30D | +33.8% | -1.2% | +35.0% | +34.0% |
| 3M | +49.9% | +9.6% | +40.2% | +41.9% |
| 6M | +80.9% | -16.1% | +97.1% | +92.9% |
| YTD | +147.4% | -25.0% | +172.4% | +176.7% |
| 1Y | +123.2% | -27.7% | +150.9% | +152.5% |
| 3Y | +171.7% | +15.3% | +156.4% | +131.6% |
| 5Y | +678.6% | -37.4% | +716.0% | +795.1% |
| 10Y | +1,134.0% | +117.5% | +1,016.6% | +503.3% |
| All | +1,134.0% | +114.9% | +1,019.1% | +503.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling