+3,101.0%
MPC vs TRMB
+210.6%
+2,890.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.7% |
| 7D | +5.4% | -2.5% | +8.0% | +6.5% |
| 30D | +31.0% | +1.5% | +29.5% | +29.7% |
| 3M | +46.0% | +6.8% | +39.3% | +40.7% |
| 6M | +77.3% | -14.9% | +92.3% | +86.6% |
| YTD | +141.9% | -24.1% | +166.0% | +166.0% |
| 1Y | +120.9% | -25.4% | +146.3% | +143.3% |
| 3Y | +182.7% | +8.0% | +174.7% | +155.2% |
| 5Y | +646.4% | -37.3% | +683.7% | +731.7% |
| 10Y | +1,138.7% | +116.8% | +1,021.9% | +670.8% |
| All | +3,101.0% | +210.6% | +2,890.4% | +1,487.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling