+297.0%
MXL vs IVZ
+30.5%
+266.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.2% | -15.3% | -14.7% |
| 7D | -24.3% | +2.6% | -27.0% | -26.4% |
| 30D | -46.1% | -3.5% | -42.6% | -44.4% |
| 3M | -21.8% | -7.4% | -14.4% | -16.3% |
| 6M | -27.2% | +14.7% | -41.9% | -33.4% |
| YTD | +226.2% | +14.6% | +211.5% | +190.2% |
| 1Y | +297.0% | +30.7% | +266.3% | +202.2% |
| All | +297.0% | +30.5% | +266.5% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling