+144.6%
IEFA vs MXL
+313.4%
-168.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +0.2% |
| 7D | -1.6% | +18.9% | -20.4% | -3.4% |
| 30D | -1.5% | +0.3% | -1.8% | -1.9% |
| 3M | +3.4% | -8.0% | +11.5% | +1.8% |
| 6M | +9.5% | +341.2% | -331.8% | -15.8% |
| YTD | +13.0% | +327.8% | -314.8% | -13.1% |
| 1Y | +18.0% | +364.9% | -346.9% | -11.0% |
| 3Y | +65.4% | +229.2% | -163.9% | +20.5% |
| 5Y | +51.6% | +42.8% | +8.8% | +21.2% |
| All | +144.6% | +313.4% | -168.8% | +40.5% |
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