+302.4%
MXL vs TRGP
+863.3%
-560.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +7.8% |
| 7D | +18.9% | +0.1% | +18.8% | +18.8% |
| 30D | +0.3% | +8.0% | -7.7% | -3.4% |
| 3M | -8.0% | +8.3% | -16.3% | -11.7% |
| 6M | +341.2% | +23.9% | +317.3% | +299.1% |
| YTD | +327.8% | +59.6% | +268.2% | +249.3% |
| 1Y | +364.9% | +79.4% | +285.5% | +261.3% |
| 3Y | +229.2% | +269.4% | -40.2% | +98.3% |
| 5Y | +42.8% | +641.6% | -598.9% | -32.5% |
| All | +302.4% | +863.3% | -560.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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