+3,005.7%
MPC vs TRMB
+180.2%
+2,825.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.4% |
| 7D | -12.8% | -17.9% | +5.1% | -5.6% |
| 30D | -12.7% | -12.0% | -0.7% | -8.5% |
| 3M | +27.1% | -8.4% | +35.5% | +30.4% |
| 6M | +45.8% | -21.5% | +67.3% | +58.4% |
| YTD | +134.7% | -31.5% | +166.2% | +167.3% |
| 1Y | +106.0% | -33.4% | +139.5% | +136.7% |
| 3Y | +165.5% | +26.5% | +139.0% | +123.1% |
| 5Y | +540.9% | -37.9% | +578.8% | +607.7% |
| 10Y | +1,133.6% | +107.3% | +1,026.3% | +679.0% |
| All | +3,005.7% | +180.2% | +2,825.5% | +1,496.1% |
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 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