+13.0%
TRMB vs MKC
-31.2%
+44.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -2.9% | -4.3% | +1.4% | -2.2% |
| 30D | -1.8% | -3.1% | +1.3% | -1.2% |
| 3M | +8.4% | +6.8% | +1.6% | +7.4% |
| 6M | -18.5% | -18.3% | -0.2% | -15.8% |
| YTD | -26.7% | -23.1% | -3.7% | -23.6% |
| 1Y | -28.3% | -23.7% | -4.6% | -25.2% |
| All | +13.0% | -31.2% | +44.2% | +27.9% |
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