+255.6%
MXL vs VSH
+375.7%
-120.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.0% | +7.0% | +6.7% |
| 7D | +15.5% | +6.2% | +9.3% | +10.8% |
| 30D | -11.3% | -11.1% | -0.2% | -2.6% |
| 3M | -16.1% | -44.9% | +28.8% | +29.8% |
| 6M | +323.0% | +90.0% | +233.1% | +174.2% |
| YTD | +281.5% | +118.8% | +162.7% | +122.7% |
| 1Y | +319.3% | +109.0% | +210.3% | +153.5% |
| 3Y | +189.4% | +35.6% | +153.7% | +125.6% |
| 5Y | +26.0% | +66.7% | -40.7% | -11.7% |
| 10Y | +243.5% | +167.9% | +75.5% | +84.1% |
| All | +255.6% | +375.7% | -120.1% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling