+302.0%
TRV vs MXL
+313.4%
-11.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.5% | +1.7% |
| 7D | +1.9% | +18.9% | -16.9% | +0.9% |
| 30D | +1.7% | +0.3% | +1.4% | +1.5% |
| 3M | +23.9% | -8.0% | +31.9% | +22.5% |
| 6M | +26.3% | +341.2% | -315.0% | +6.4% |
| YTD | +30.8% | +327.8% | -297.0% | +10.1% |
| 1Y | +36.3% | +364.9% | -328.6% | +13.1% |
| 3Y | +145.0% | +229.2% | -84.2% | +97.5% |
| 5Y | +163.9% | +42.8% | +121.1% | +126.8% |
| All | +302.0% | +313.4% | -11.3% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling