+258.1%
MTZ vs TRMB
+27.3%
+230.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.9% | +8.7% | +9.1% |
| 7D | -6.4% | -16.7% | +10.2% | +3.2% |
| 30D | -22.1% | -9.9% | -12.2% | -17.4% |
| 3M | -32.7% | -7.6% | -25.1% | -29.8% |
| 6M | -59.8% | -14.7% | -45.1% | -56.4% |
| YTD | -19.9% | -30.9% | +11.0% | -1.4% |
| 1Y | -11.5% | -31.3% | +19.9% | +9.4% |
| 3Y | +258.1% | +29.4% | +228.7% | +155.8% |
| All | +258.1% | +27.3% | +230.7% | +155.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling