+229.2%
MXL vs VIG
+55.8%
+173.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +5.8% |
| 7D | +18.9% | -1.1% | +19.9% | +21.8% |
| 30D | +0.3% | -2.7% | +3.1% | +6.9% |
| 3M | -8.0% | +2.5% | -10.6% | -14.5% |
| 6M | +341.2% | +9.2% | +332.0% | +252.0% |
| YTD | +327.8% | +9.8% | +318.0% | +238.8% |
| 1Y | +364.9% | +12.4% | +352.5% | +251.1% |
| 3Y | +229.2% | +55.9% | +173.3% | +10.4% |
| All | +229.2% | +55.8% | +173.4% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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