+95.4%
TRMB vs MDY
+165.3%
-70.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.8% | +2.3% | +0.6% | +0.2% |
| 30D | -5.9% | +2.0% | -7.9% | -8.2% |
| 3M | -3.3% | -5.6% | +2.3% | +2.8% |
| 6M | +1.3% | +1.3% | +0.1% | -0.7% |
| YTD | -29.0% | +12.3% | -41.3% | -38.2% |
| 1Y | -27.8% | +15.8% | -43.5% | -39.3% |
| 3Y | +36.3% | +56.5% | -20.2% | -17.0% |
| 5Y | -35.8% | +35.1% | -71.0% | -53.3% |
| All | +95.4% | +165.3% | -70.0% | -28.1% |
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