+270.8%
MXL vs TRI
+309.3%
-38.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.4% |
| 7D | +16.6% | -14.4% | +31.0% | +24.7% |
| 30D | +0.5% | -8.1% | +8.6% | +2.6% |
| 3M | -3.6% | +17.5% | -21.2% | -19.8% |
| 6M | +328.0% | -5.0% | +333.0% | +296.3% |
| YTD | +297.8% | -24.7% | +322.5% | +320.4% |
| 1Y | +339.4% | -41.5% | +380.9% | +460.7% |
| 3Y | +201.7% | -20.3% | +222.1% | +189.8% |
| 5Y | +32.8% | -10.9% | +43.7% | +17.0% |
| 10Y | +274.8% | +190.6% | +84.2% | +36.2% |
| All | +270.8% | +309.3% | -38.5% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling