+30.0%
MTZ vs TRMB
-24.7%
+54.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.2% |
| 7D | -1.6% | -2.5% | +0.9% | -1.3% |
| 30D | -11.1% | +1.5% | -12.6% | -11.1% |
| 3M | -36.7% | +6.8% | -43.5% | -36.7% |
| 6M | -21.9% | -14.9% | -7.0% | -14.7% |
| YTD | +9.1% | -24.1% | +33.2% | +26.5% |
| 1Y | +30.0% | -25.4% | +55.4% | +52.8% |
| All | +30.0% | -24.7% | +54.6% | +52.8% |
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 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