+77.3%
MPC vs TRMB
-14.3%
+91.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.2% |
| 7D | +5.4% | -2.5% | +8.0% | +5.2% |
| 30D | +31.0% | +1.5% | +29.5% | +31.2% |
| 3M | +46.0% | +6.8% | +39.3% | +46.5% |
| 6M | +77.3% | -14.9% | +92.3% | +73.7% |
| All | +77.3% | -14.3% | +91.6% | +73.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling