+159.7%
TRV vs MXL
+40.1%
+119.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.5% | +2.1% |
| 7D | +1.9% | +18.9% | -16.9% | +1.9% |
| 30D | +1.7% | +0.3% | +1.4% | +1.7% |
| 3M | +23.9% | -8.0% | +31.9% | +23.7% |
| 6M | +26.3% | +341.2% | -315.0% | +20.8% |
| YTD | +30.8% | +327.8% | -297.0% | +25.1% |
| 1Y | +36.3% | +364.9% | -328.6% | +29.7% |
| 3Y | +145.0% | +229.2% | -84.2% | +130.1% |
| All | +159.7% | +40.1% | +119.6% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling