+130.3%
MRK vs TRMB
-39.6%
+169.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -5.0% | -5.4% | +0.4% | -4.7% |
| 30D | +11.0% | -2.0% | +12.9% | +11.1% |
| 3M | +22.4% | +12.3% | +10.1% | +21.5% |
| 6M | +25.4% | -17.6% | +43.0% | +26.6% |
| YTD | +39.5% | -27.5% | +66.9% | +41.9% |
| 1Y | +78.0% | -29.1% | +107.1% | +81.2% |
| 3Y | +45.5% | +11.5% | +34.0% | +43.8% |
| 5Y | +130.3% | -39.5% | +169.7% | +143.7% |
| All | +130.3% | -39.6% | +169.9% | +143.7% |
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 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