-38.7%
TRMB vs MKC
-34.7%
-4.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -2.9% | -4.3% | +1.4% | -1.9% |
| 30D | -1.8% | -3.1% | +1.3% | -1.0% |
| 3M | +8.4% | +6.8% | +1.6% | +6.6% |
| 6M | -18.5% | -18.3% | -0.2% | -14.5% |
| YTD | -26.7% | -23.1% | -3.7% | -22.2% |
| 1Y | -28.3% | -23.7% | -4.6% | -23.8% |
| 3Y | +12.6% | -31.0% | +43.6% | +22.2% |
| 5Y | -38.7% | -33.5% | -5.2% | -32.3% |
| All | -38.7% | -34.7% | -4.0% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling