+116.7%
TRMB vs MKC
+29.9%
+86.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -3.0% | -1.5% | -1.6% | -2.7% |
| 30D | +2.3% | -3.1% | +5.4% | +3.2% |
| 3M | +15.3% | +5.2% | +10.1% | +13.7% |
| 6M | -14.7% | -12.8% | -1.9% | -12.0% |
| YTD | -26.4% | -23.3% | -3.1% | -21.8% |
| 1Y | -30.4% | -24.1% | -6.3% | -26.0% |
| 3Y | +13.5% | -32.1% | +45.6% | +23.2% |
| 5Y | -38.6% | -32.8% | -5.8% | -33.8% |
| All | +116.7% | +29.9% | +86.8% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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