+303.5%
MXL vs TRMB
-24.7%
+328.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +5.6% |
| 7D | +1.6% | -2.5% | +4.2% | +1.9% |
| 30D | -7.0% | +1.5% | -8.5% | -7.0% |
| 3M | -33.4% | +6.8% | -40.2% | -32.7% |
| 6M | +260.2% | -14.9% | +275.1% | +329.8% |
| YTD | +260.0% | -24.1% | +284.1% | +379.1% |
| 1Y | +303.5% | -25.4% | +328.9% | +440.4% |
| All | +303.5% | -24.7% | +328.1% | +440.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling