+302.4%
MXL vs VYM
+209.2%
+93.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +6.4% |
| 7D | +18.9% | -0.8% | +19.7% | +20.4% |
| 30D | +0.3% | -2.2% | +2.6% | +4.1% |
| 3M | -8.0% | +3.1% | -11.1% | -12.9% |
| 6M | +341.2% | +9.7% | +331.5% | +278.1% |
| YTD | +327.8% | +14.9% | +312.9% | +241.6% |
| 1Y | +364.9% | +17.6% | +347.3% | +260.6% |
| 3Y | +229.2% | +65.3% | +163.9% | +58.1% |
| 5Y | +42.8% | +78.7% | -35.9% | -35.7% |
| All | +302.4% | +209.2% | +93.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling