-14.3%
MTZ vs TRMB
-31.2%
+17.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -17.3% | +1.9% | -11.1% |
| 7D | -7.4% | -15.7% | +8.3% | -2.8% |
| 30D | -23.6% | -7.8% | -15.9% | -20.3% |
| 3M | -38.3% | -9.3% | -29.0% | -35.5% |
| 6M | -60.6% | -20.8% | -39.8% | -55.3% |
| YTD | -22.9% | -30.8% | +7.9% | -7.5% |
| 1Y | -14.3% | -31.0% | +16.7% | +3.7% |
| All | -14.3% | -31.2% | +17.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling