+492.6%
MTZ vs TRMB
+105.8%
+386.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.1% | +7.5% | +7.9% |
| 7D | -2.4% | -17.0% | +14.5% | +9.6% |
| 30D | -11.1% | -9.0% | -2.1% | -5.8% |
| 3M | -30.6% | -8.1% | -22.5% | -27.4% |
| 6M | -54.4% | -10.1% | -44.3% | -52.6% |
| YTD | -13.0% | -30.2% | +17.2% | +5.0% |
| 1Y | -5.7% | -30.7% | +25.0% | +14.4% |
| 3Y | +297.2% | +32.6% | +264.5% | +211.7% |
| 5Y | +95.9% | -38.1% | +134.0% | +141.7% |
| 10Y | +492.6% | +98.9% | +393.7% | +198.0% |
| All | +492.6% | +105.8% | +386.8% | +198.0% |
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