+303.5%
MXL vs TRU
-7.3%
+310.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.9% | +11.5% | +4.0% |
| 7D | +1.6% | -6.8% | +8.4% | 0.0% |
| 30D | -7.0% | 0.0% | -7.0% | -6.7% |
| 3M | -33.4% | +13.3% | -46.7% | -32.4% |
| 6M | +260.2% | +3.4% | +256.7% | +270.8% |
| YTD | +260.0% | -6.4% | +266.3% | +273.0% |
| 1Y | +303.5% | -9.7% | +313.2% | +308.0% |
| All | +303.5% | -7.3% | +310.8% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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