+36.3%
TRMB vs MKC
-21.4%
+57.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +2.8% | -3.0% | +5.8% | +3.1% |
| 30D | -5.9% | +4.8% | -10.7% | -6.8% |
| 3M | -3.3% | -12.8% | +9.5% | -1.7% |
| 6M | +1.3% | +5.0% | -3.7% | +0.6% |
| YTD | -29.0% | -29.1% | +0.1% | -25.7% |
| 1Y | -27.8% | -26.4% | -1.4% | -25.1% |
| 3Y | +36.3% | -21.6% | +57.9% | +36.6% |
| All | +36.3% | -21.4% | +57.7% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling