+1,106.2%
MPC vs TRMB
+105.8%
+1,000.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.1% |
| 7D | -9.4% | -17.0% | +7.5% | -1.8% |
| 30D | -14.3% | -9.0% | -5.3% | -11.1% |
| 3M | +31.1% | -8.1% | +39.2% | +34.6% |
| 6M | +60.3% | -10.1% | +70.3% | +64.5% |
| YTD | +142.5% | -30.2% | +172.7% | +177.6% |
| 1Y | +104.6% | -30.7% | +135.3% | +134.0% |
| 3Y | +191.7% | +32.6% | +159.1% | +131.1% |
| 5Y | +549.2% | -38.1% | +587.4% | +637.8% |
| 10Y | +1,106.2% | +98.9% | +1,007.3% | +585.1% |
| All | +1,106.2% | +105.8% | +1,000.4% | +585.1% |
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 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