+888.9%
TRV vs MXL
+286.3%
+602.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.4% |
| 7D | -1.8% | +16.6% | -18.4% | -2.9% |
| 30D | -2.1% | +0.5% | -2.6% | -2.5% |
| 3M | +21.2% | -3.6% | +24.8% | +18.9% |
| 6M | +22.0% | +328.0% | -306.0% | +0.8% |
| YTD | +27.7% | +297.8% | -270.1% | +5.9% |
| 1Y | +36.6% | +339.4% | -302.9% | +11.3% |
| 3Y | +141.1% | +201.7% | -60.7% | +91.5% |
| 5Y | +157.6% | +32.8% | +124.9% | +116.7% |
| 10Y | +296.2% | +274.8% | +21.4% | +160.4% |
| All | +888.9% | +286.3% | +602.6% | +479.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling