+82.2%
IVV vs MXL
+23.2%
+59.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.0% | -6.6% | -1.2% |
| 7D | +0.5% | +15.5% | -15.0% | -1.0% |
| 30D | -1.0% | -11.3% | +10.3% | -0.2% |
| 3M | +3.9% | -16.1% | +20.0% | +3.2% |
| 6M | +14.5% | +323.0% | -308.5% | -11.7% |
| YTD | +12.9% | +281.5% | -268.6% | -12.0% |
| 1Y | +19.4% | +319.3% | -299.9% | -9.0% |
| 3Y | +78.8% | +189.4% | -110.6% | +32.3% |
| 5Y | +82.2% | +26.0% | +56.2% | +54.8% |
| All | +82.2% | +23.2% | +59.0% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling