+3,239.2%
MRK vs TRMB
+3,157.0%
+82.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.7% | +2.8% | -2.1% | +0.5% |
| 30D | +0.3% | -5.9% | +6.1% | +0.5% |
| 3M | +9.7% | -3.3% | +13.0% | +9.7% |
| 6M | +32.0% | +1.3% | +30.6% | +31.3% |
| YTD | +43.3% | -29.0% | +72.3% | +46.3% |
| 1Y | +63.7% | -27.8% | +91.4% | +66.9% |
| 3Y | +58.0% | +36.3% | +21.7% | +52.4% |
| 5Y | +105.0% | -35.8% | +140.8% | +107.4% |
| 10Y | +228.6% | +103.1% | +125.5% | +200.0% |
| All | +3,239.2% | +3,157.0% | +82.2% | +2,325.8% |
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