+206.1%
MXL vs IVZ
+132.2%
+74.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | +16.6% | -2.4% | +19.0% | +18.7% |
| 30D | +0.5% | +2.5% | -2.0% | -1.5% |
| 3M | -3.6% | +17.1% | -20.7% | -14.3% |
| 6M | +328.0% | +35.1% | +292.9% | +239.5% |
| YTD | +297.8% | +24.3% | +273.5% | +233.9% |
| 1Y | +339.4% | +48.7% | +290.7% | +223.1% |
| All | +206.1% | +132.2% | +74.0% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling