+75.6%
IVV vs MXL
-10.3%
+85.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.4% | -10.1% | +0.2% |
| 7D | -0.9% | +5.5% | -6.4% | -1.8% |
| 30D | -2.3% | -32.6% | +30.3% | +0.6% |
| 3M | -1.2% | -13.1% | +12.0% | -1.6% |
| 6M | +3.3% | -41.4% | +44.7% | +4.7% |
| YTD | +12.3% | +243.9% | -231.6% | -12.8% |
| 1Y | +12.5% | +305.1% | -292.5% | -15.0% |
| 3Y | +79.2% | +260.1% | -180.9% | +24.5% |
| 5Y | +75.6% | -12.1% | +87.7% | +56.2% |
| All | +75.6% | -10.3% | +85.9% | +56.2% |
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