+105.7%
MRK vs TRMB
-36.0%
+141.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.7% | +2.8% | -2.1% | +0.6% |
| 30D | +0.3% | -5.9% | +6.1% | +0.3% |
| 3M | +9.7% | -3.3% | +13.0% | +9.4% |
| 6M | +32.0% | +1.3% | +30.6% | +31.2% |
| YTD | +43.3% | -29.0% | +72.3% | +45.2% |
| 1Y | +63.7% | -27.8% | +91.4% | +65.7% |
| 3Y | +58.0% | +36.3% | +21.7% | +55.0% |
| All | +105.7% | -36.0% | +141.8% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling