+270.8%
MXL vs ITOT
+733.7%
-462.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -1.9% |
| 7D | +16.6% | -2.0% | +18.7% | +20.7% |
| 30D | +0.5% | -2.0% | +2.4% | +4.1% |
| 3M | -3.6% | +4.5% | -8.2% | -8.6% |
| 6M | +328.0% | +12.6% | +315.4% | +262.8% |
| YTD | +297.8% | +12.0% | +285.8% | +242.5% |
| 1Y | +339.4% | +17.3% | +322.2% | +255.4% |
| 3Y | +201.7% | +75.2% | +126.5% | +39.9% |
| 5Y | +32.8% | +74.0% | -41.3% | -32.6% |
| 10Y | +274.8% | +298.6% | -23.8% | -36.1% |
| All | +270.8% | +733.7% | -462.9% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling