+229.2%
MXL vs VNQ
+30.7%
+198.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.0% |
| 7D | +18.9% | -1.3% | +20.1% | +20.0% |
| 30D | +0.3% | -2.6% | +2.9% | +2.3% |
| 3M | -8.0% | -2.0% | -6.0% | -8.8% |
| 6M | +341.2% | +4.3% | +336.9% | +308.3% |
| YTD | +327.8% | +9.2% | +318.6% | +278.3% |
| 1Y | +364.9% | +5.6% | +359.3% | +325.9% |
| 3Y | +229.2% | +30.8% | +198.4% | +158.2% |
| All | +229.2% | +30.7% | +198.5% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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