+302.4%
MXL vs TRMB
+121.9%
+180.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.1% | +6.4% |
| 7D | +18.9% | -3.0% | +21.9% | +21.6% |
| 30D | +0.3% | +2.3% | -2.0% | -2.6% |
| 3M | -8.0% | +15.3% | -23.4% | -22.6% |
| 6M | +341.2% | -14.7% | +355.9% | +372.3% |
| YTD | +327.8% | -26.4% | +354.2% | +411.8% |
| 1Y | +364.9% | -30.4% | +395.3% | +487.9% |
| 3Y | +229.2% | +13.5% | +215.7% | +184.7% |
| 5Y | +42.8% | -38.6% | +81.4% | +101.7% |
| All | +302.4% | +121.9% | +180.6% | +162.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling