+78.8%
IVV vs MXL
+256.9%
-178.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | -0.2% |
| 7D | +3.3% | +33.1% | -29.7% | +1.2% |
| 30D | -2.7% | -33.5% | +30.8% | -0.6% |
| 3M | -1.7% | -20.7% | +19.0% | -1.3% |
| 6M | +3.2% | -35.9% | +39.0% | +3.5% |
| YTD | +12.0% | +238.3% | -226.3% | -6.4% |
| 1Y | +12.1% | +296.2% | -284.1% | -8.2% |
| All | +78.8% | +256.9% | -178.1% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling