+364.9%
MXL vs VYM
+18.4%
+346.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +6.2% |
| 7D | +18.9% | -0.8% | +19.7% | +20.7% |
| 30D | +0.3% | -2.2% | +2.6% | +4.8% |
| 3M | -8.0% | +3.1% | -11.1% | -14.3% |
| 6M | +341.2% | +9.7% | +331.5% | +247.7% |
| YTD | +327.8% | +14.9% | +312.9% | +194.6% |
| 1Y | +364.9% | +17.6% | +347.3% | +184.3% |
| All | +364.9% | +18.4% | +346.5% | +184.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling