+229.2%
MXL vs VSH
+42.0%
+187.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.1% | +1.4% | +2.7% |
| 7D | +18.9% | +4.8% | +14.1% | +14.7% |
| 30D | +0.3% | -0.7% | +1.0% | +2.0% |
| 3M | -8.0% | -43.1% | +35.0% | +42.7% |
| 6M | +341.2% | +91.8% | +249.5% | +169.1% |
| YTD | +327.8% | +131.6% | +196.2% | +124.3% |
| 1Y | +364.9% | +118.1% | +246.8% | +155.3% |
| 3Y | +229.2% | +40.9% | +188.3% | +164.2% |
| All | +229.2% | +42.0% | +187.2% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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