+148.1%
MTZ vs TRMB
+8.5%
+139.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.7% |
| 7D | -1.6% | -2.5% | +0.9% | -0.2% |
| 30D | -11.1% | +1.5% | -12.6% | -12.2% |
| 3M | -36.7% | +6.8% | -43.5% | -40.0% |
| 6M | -21.9% | -14.9% | -7.0% | -14.6% |
| YTD | +9.1% | -24.1% | +33.2% | +28.3% |
| 1Y | +30.0% | -25.4% | +55.4% | +54.5% |
| All | +148.1% | +8.5% | +139.5% | +92.1% |
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