-31.0%
TRMB vs MDY
+17.5%
-48.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.6% | -17.9% | -17.9% |
| 7D | -15.7% | +1.7% | -17.4% | -17.1% |
| 30D | -7.8% | +1.2% | -8.9% | -8.9% |
| 3M | -9.3% | -3.5% | -5.8% | -6.5% |
| 6M | -20.8% | +3.5% | -24.4% | -24.3% |
| YTD | -30.8% | +13.6% | -44.4% | -41.8% |
| 1Y | -31.0% | +17.1% | -48.0% | -44.4% |
| All | -31.0% | +17.5% | -48.5% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling