+229.2%
MXL vs TRU
-1.3%
+230.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.6% | +7.3% |
| 7D | +18.9% | -2.7% | +21.6% | +19.7% |
| 30D | +0.3% | -2.0% | +2.4% | +0.3% |
| 3M | -8.0% | +18.4% | -26.5% | -16.7% |
| 6M | +341.2% | +8.9% | +332.4% | +308.5% |
| YTD | +327.8% | -8.9% | +336.8% | +324.4% |
| 1Y | +364.9% | -15.9% | +380.8% | +376.8% |
| 3Y | +229.2% | -1.1% | +230.3% | +204.9% |
| All | +229.2% | -1.3% | +230.5% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling