+282.4%
MXL vs VEU
+217.6%
+64.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +8.7% |
| 7D | +19.0% | +0.3% | +18.7% | +18.3% |
| 30D | +4.5% | +0.7% | +3.8% | +3.9% |
| 3M | -1.5% | +4.7% | -6.2% | -4.7% |
| 6M | +348.6% | +11.6% | +337.0% | +298.1% |
| YTD | +310.3% | +16.8% | +293.5% | +243.2% |
| 1Y | +344.7% | +24.9% | +319.8% | +242.9% |
| 3Y | +211.2% | +75.7% | +135.4% | +57.7% |
| 5Y | +34.8% | +56.1% | -21.3% | -16.0% |
| 10Y | +286.5% | +153.6% | +132.9% | +49.0% |
| All | +282.4% | +217.6% | +64.8% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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