+298.8%
MXL vs VNQ
+266.4%
+32.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +6.9% |
| 7D | +18.9% | -1.3% | +20.1% | +20.2% |
| 30D | +0.3% | -2.6% | +2.9% | +2.7% |
| 3M | -8.0% | -2.0% | -6.0% | -8.3% |
| 6M | +341.2% | +4.3% | +336.9% | +313.5% |
| YTD | +327.8% | +9.2% | +318.6% | +284.6% |
| 1Y | +364.9% | +5.6% | +359.3% | +332.3% |
| 3Y | +229.2% | +30.8% | +198.4% | +150.6% |
| 5Y | +42.8% | +8.0% | +34.8% | +32.5% |
| 10Y | +303.1% | +63.7% | +239.4% | +159.6% |
| All | +298.8% | +266.4% | +32.4% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling