+484.0%
V vs MXL
+161.9%
+322.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.8% |
| 7D | +0.9% | +13.4% | -12.5% | -0.6% |
| 30D | +9.0% | -29.2% | +38.2% | +11.7% |
| 3M | +16.7% | -27.2% | +43.9% | +17.9% |
| 6M | +33.4% | -36.4% | +69.8% | +32.6% |
| YTD | +22.4% | +220.0% | -197.7% | -8.3% |
| 1Y | +27.7% | +304.8% | -277.1% | -8.2% |
| 3Y | +78.0% | +238.5% | -160.5% | +17.1% |
| 5Y | +108.5% | -18.8% | +127.3% | +75.6% |
| All | +484.0% | +161.9% | +322.1% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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