+1,098.3%
MPC vs TRMB
+96.4%
+1,001.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -8.8% | -16.6% | +7.7% | -1.4% |
| 30D | -14.4% | -8.9% | -5.5% | -11.3% |
| 3M | +21.9% | -6.3% | +28.3% | +24.1% |
| 6M | +60.1% | -10.0% | +70.1% | +64.3% |
| YTD | +142.3% | -30.1% | +172.4% | +177.2% |
| 1Y | +101.7% | -31.3% | +133.0% | +131.8% |
| 3Y | +184.8% | +30.8% | +153.9% | +127.2% |
| 5Y | +564.6% | -35.9% | +600.5% | +638.4% |
| 10Y | +1,098.3% | +101.7% | +996.6% | +574.2% |
| All | +1,098.3% | +96.4% | +1,001.9% | +574.2% |
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