+96.6%
MPC vs TRMB
-33.2%
+129.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -16.2% | -16.7% | +0.5% | -15.1% |
| 30D | -15.7% | -9.9% | -5.8% | -14.3% |
| 3M | +24.9% | -7.6% | +32.5% | +27.2% |
| 6M | +52.7% | -14.7% | +67.3% | +55.5% |
| YTD | +131.9% | -30.9% | +162.8% | +137.7% |
| 1Y | +96.6% | -31.3% | +128.0% | +100.9% |
| All | +96.6% | -33.2% | +129.8% | +100.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling