+1,706.7%
TRMB vs MDY
+2,662.7%
-956.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.2% |
| 7D | -2.5% | +0.1% | -2.7% | -2.7% |
| 30D | +1.5% | -1.5% | +3.0% | +3.1% |
| 3M | +6.8% | +0.8% | +6.0% | +5.6% |
| 6M | -14.9% | +7.4% | -22.4% | -21.9% |
| YTD | -24.1% | +15.2% | -39.3% | -35.5% |
| 1Y | -25.4% | +16.5% | -41.9% | -37.2% |
| 3Y | +8.0% | +46.8% | -38.8% | -28.9% |
| 5Y | -37.3% | +46.0% | -83.3% | -57.5% |
| 10Y | +116.8% | +172.1% | -55.3% | -25.4% |
| All | +1,706.7% | +2,662.7% | -956.0% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling