+229.2%
MXL vs ITOT
+75.8%
+153.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +5.3% |
| 7D | +18.9% | -0.9% | +19.8% | +21.7% |
| 30D | +0.3% | -1.5% | +1.8% | +4.5% |
| 3M | -8.0% | +3.6% | -11.6% | -13.6% |
| 6M | +341.2% | +13.7% | +327.5% | +235.6% |
| YTD | +327.8% | +12.9% | +314.9% | +232.7% |
| 1Y | +364.9% | +17.2% | +347.7% | +236.0% |
| 3Y | +229.2% | +75.6% | +153.6% | -2.6% |
| All | +229.2% | +75.8% | +153.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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