+40.4%
MXL vs ITOT
+74.3%
-33.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +5.6% |
| 7D | +18.9% | -0.9% | +19.8% | +21.3% |
| 30D | +0.3% | -1.5% | +1.8% | +4.0% |
| 3M | -8.0% | +3.6% | -11.6% | -12.8% |
| 6M | +341.2% | +13.7% | +327.5% | +247.8% |
| YTD | +327.8% | +12.9% | +314.9% | +244.1% |
| 1Y | +364.9% | +17.2% | +347.7% | +251.1% |
| 3Y | +229.2% | +75.6% | +153.6% | +20.4% |
| All | +40.4% | +74.3% | -33.9% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling