-39.5%
TRMB vs MDY
+43.9%
-83.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | +0.2% |
| 7D | -5.4% | -2.5% | -2.9% | -2.4% |
| 30D | -2.0% | -5.0% | +3.1% | +4.3% |
| 3M | +12.3% | +0.5% | +11.9% | +11.3% |
| 6M | -17.6% | +8.0% | -25.6% | -25.5% |
| YTD | -27.5% | +12.2% | -39.6% | -37.5% |
| 1Y | -29.1% | +14.0% | -43.1% | -40.0% |
| 3Y | +11.5% | +48.2% | -36.7% | -31.6% |
| 5Y | -39.5% | +46.1% | -85.5% | -61.9% |
| All | -39.5% | +43.9% | -83.4% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling