+116.7%
TRMB vs MDY
+177.2%
-60.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.5% |
| 7D | -3.0% | -1.9% | -1.2% | -1.0% |
| 30D | +2.3% | -4.6% | +7.0% | +7.9% |
| 3M | +15.3% | -1.2% | +16.6% | +16.7% |
| 6M | -14.7% | +9.2% | -23.9% | -23.1% |
| YTD | -26.4% | +13.1% | -39.5% | -36.3% |
| 1Y | -30.4% | +13.0% | -43.4% | -39.5% |
| 3Y | +13.5% | +49.2% | -35.7% | -27.0% |
| 5Y | -38.6% | +47.2% | -85.8% | -59.1% |
| All | +116.7% | +177.2% | -60.5% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling