+40.4%
MXL vs TRI
-10.0%
+50.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.3% |
| 7D | +18.9% | -7.9% | +26.7% | +20.0% |
| 30D | +0.3% | -4.5% | +4.8% | +0.3% |
| 3M | -8.0% | +22.1% | -30.1% | -17.2% |
| 6M | +341.2% | -2.8% | +344.0% | +335.7% |
| YTD | +327.8% | -23.4% | +351.2% | +388.4% |
| 1Y | +364.9% | -41.5% | +406.4% | +555.8% |
| 3Y | +229.2% | -19.2% | +248.4% | +210.6% |
| All | +40.4% | -10.0% | +50.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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