+782.6%
IVV vs MXL
+249.5%
+533.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.1% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | +0.1% | -7.0% | +7.1% | +0.4% |
| 3M | +2.0% | -33.4% | +35.4% | +4.3% |
| 6M | +13.0% | +260.2% | -247.1% | -14.4% |
| YTD | +13.6% | +260.0% | -246.4% | -14.4% |
| 1Y | +20.1% | +303.5% | -283.4% | -11.9% |
| 3Y | +77.6% | +160.4% | -82.8% | +28.2% |
| 5Y | +82.5% | +14.7% | +67.8% | +44.4% |
| 10Y | +316.5% | +215.6% | +100.9% | +154.6% |
| All | +782.6% | +249.5% | +533.0% | +387.6% |
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