+739.9%
MTZ vs TRMB
+114.9%
+625.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.5% |
| 7D | +3.6% | -0.3% | +3.8% | +3.6% |
| 30D | -9.6% | -1.2% | -8.4% | -9.5% |
| 3M | -31.9% | +9.6% | -41.5% | -37.2% |
| 6M | -13.8% | -16.1% | +2.3% | -6.4% |
| YTD | +13.3% | -25.0% | +38.2% | +30.9% |
| 1Y | +39.3% | -27.7% | +67.0% | +64.8% |
| 3Y | +168.3% | +15.3% | +153.0% | +132.1% |
| 5Y | +166.4% | -37.4% | +203.8% | +227.4% |
| 10Y | +739.9% | +117.5% | +622.5% | +301.9% |
| All | +739.9% | +114.9% | +625.0% | +301.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling