+209.4%
IEFA vs MXL
+1,011.2%
-801.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.6% |
| 7D | -2.4% | +16.6% | -19.1% | -4.1% |
| 30D | -2.1% | +0.5% | -2.6% | -2.6% |
| 3M | +5.5% | -3.6% | +9.2% | +3.3% |
| 6M | +8.1% | +328.0% | -319.9% | -15.6% |
| YTD | +11.9% | +297.8% | -285.9% | -12.1% |
| 1Y | +18.1% | +339.4% | -321.3% | -9.1% |
| 3Y | +65.5% | +201.7% | -136.3% | +24.0% |
| 5Y | +50.1% | +32.8% | +17.3% | +21.7% |
| 10Y | +144.2% | +274.8% | -130.6% | +56.0% |
| All | +209.4% | +1,011.2% | -801.8% | +71.0% |
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