+224.4%
MRK vs TRMB
+121.9%
+102.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.7% |
| 7D | -4.3% | -3.0% | -1.2% | -3.9% |
| 30D | +8.3% | +2.3% | +6.0% | +7.9% |
| 3M | +20.0% | +15.3% | +4.7% | +17.6% |
| 6M | +25.7% | -14.7% | +40.4% | +28.0% |
| YTD | +38.7% | -26.4% | +65.1% | +43.9% |
| 1Y | +74.7% | -30.4% | +105.1% | +82.4% |
| 3Y | +45.4% | +13.5% | +31.8% | +39.3% |
| 5Y | +129.0% | -38.6% | +167.6% | +140.2% |
| All | +224.4% | +121.9% | +102.5% | +143.9% |
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 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