+3,235.3%
MRK vs TRMB
+3,340.8%
-105.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.2% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | +15.5% | -1.2% | +16.7% | +15.6% |
| 3M | +25.1% | +9.6% | +15.5% | +24.1% |
| 6M | +30.1% | -16.1% | +46.2% | +31.6% |
| YTD | +43.1% | -25.0% | +68.1% | +45.9% |
| 1Y | +82.5% | -27.7% | +110.1% | +86.4% |
| 3Y | +49.3% | +15.3% | +34.0% | +46.1% |
| 5Y | +130.3% | -37.4% | +167.7% | +134.0% |
| 10Y | +234.3% | +117.5% | +116.9% | +204.3% |
| All | +3,235.3% | +3,340.8% | -105.5% | +2,318.7% |
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 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