+449.9%
MXL vs TRU
+225.6%
+224.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +16.6% | -9.4% | +26.0% | +22.2% |
| 30D | +0.5% | -4.1% | +4.6% | +1.5% |
| 3M | -3.6% | +13.6% | -17.2% | -15.3% |
| 6M | +328.0% | +3.6% | +324.5% | +289.6% |
| YTD | +297.8% | -9.8% | +307.6% | +286.3% |
| 1Y | +339.4% | -13.6% | +353.1% | +333.4% |
| 3Y | +201.7% | -2.0% | +203.7% | +155.4% |
| 5Y | +32.8% | -35.8% | +68.6% | +47.6% |
| 10Y | +274.8% | +142.9% | +131.9% | +112.4% |
| All | +449.9% | +225.6% | +224.3% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling