+255.6%
MXL vs VIG
+579.8%
-324.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.8% | +6.8% | +7.3% |
| 7D | +15.5% | -0.4% | +15.9% | +16.1% |
| 30D | -11.3% | -2.1% | -9.2% | -8.4% |
| 3M | -16.1% | +3.3% | -19.4% | -20.9% |
| 6M | +323.0% | +9.3% | +313.7% | +264.5% |
| YTD | +281.5% | +10.1% | +271.4% | +226.4% |
| 1Y | +319.3% | +14.7% | +304.6% | +238.3% |
| 3Y | +189.4% | +56.9% | +132.4% | +49.6% |
| 5Y | +26.0% | +62.9% | -36.9% | -34.6% |
| 10Y | +243.5% | +241.3% | +2.2% | -35.2% |
| All | +255.6% | +579.8% | -324.2% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling