+206.1%
MXL vs TRMB
+10.8%
+195.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.4% |
| 7D | +16.6% | -5.4% | +22.1% | +21.0% |
| 30D | +0.5% | -2.0% | +2.4% | +0.6% |
| 3M | -3.6% | +12.3% | -16.0% | -17.1% |
| 6M | +328.0% | -17.6% | +345.6% | +385.3% |
| YTD | +297.8% | -27.5% | +325.3% | +404.9% |
| 1Y | +339.4% | -29.1% | +368.5% | +474.5% |
| All | +206.1% | +10.8% | +195.3% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling