+313.4%
IVV vs MXL
+191.0%
+122.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.4% | -10.1% | -0.2% |
| 7D | -0.9% | +5.5% | -6.4% | -2.1% |
| 30D | -2.3% | -32.6% | +30.3% | +1.5% |
| 3M | -1.2% | -13.1% | +12.0% | -1.8% |
| 6M | +3.3% | -41.4% | +44.7% | +5.0% |
| YTD | +12.3% | +243.9% | -231.6% | -17.9% |
| 1Y | +12.5% | +305.1% | -292.5% | -20.3% |
| 3Y | +79.2% | +260.1% | -180.9% | +16.5% |
| 5Y | +75.6% | -12.1% | +87.7% | +43.5% |
| 10Y | +313.4% | +182.8% | +130.6% | +125.7% |
| All | +313.4% | +191.0% | +122.4% | +125.7% |
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