+3,339.2%
TRMB vs MKC
+3,375.8%
-36.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -2.5% | -5.9% | +3.3% | -1.1% |
| 30D | +1.5% | -0.9% | +2.4% | +1.7% |
| 3M | +6.8% | +12.7% | -6.0% | +3.6% |
| 6M | -14.9% | -19.3% | +4.4% | -10.9% |
| YTD | -24.1% | -22.2% | -1.9% | -20.2% |
| 1Y | -25.4% | -23.3% | -2.1% | -21.4% |
| 3Y | +8.0% | -30.0% | +38.0% | +15.1% |
| 5Y | -37.3% | -33.8% | -3.5% | -32.7% |
| 10Y | +116.8% | +24.4% | +92.4% | +97.4% |
| All | +3,339.2% | +3,375.8% | -36.6% | +1,706.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling