+95.0%
MTZ vs TRMB
-36.0%
+131.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.1% |
| 7D | +5.0% | +2.8% | +2.2% | +3.5% |
| 30D | -6.0% | -5.9% | -0.2% | -2.6% |
| 3M | -36.1% | -3.3% | -32.8% | -35.0% |
| 6M | -56.9% | +1.3% | -58.2% | -58.0% |
| YTD | -15.9% | -29.0% | +13.1% | +0.1% |
| 1Y | -3.8% | -27.8% | +23.9% | +13.4% |
| 3Y | +272.3% | +36.3% | +236.0% | +195.8% |
| All | +95.0% | -36.0% | +131.0% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling