+32.8%
MXL vs TRMB
-39.6%
+72.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.2% |
| 7D | +16.6% | -5.4% | +22.1% | +21.8% |
| 30D | +0.5% | -2.0% | +2.4% | +0.5% |
| 3M | -3.6% | +12.3% | -16.0% | -18.6% |
| 6M | +328.0% | -17.6% | +345.6% | +379.1% |
| YTD | +297.8% | -27.5% | +325.3% | +397.2% |
| 1Y | +339.4% | -29.1% | +368.5% | +465.7% |
| 3Y | +201.7% | +11.5% | +190.2% | +156.7% |
| 5Y | +32.8% | -39.5% | +72.2% | +120.0% |
| All | +32.8% | -39.6% | +72.4% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling