+374.9%
V vs MXL
+284.4%
+90.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.3% |
| 7D | -3.0% | +16.6% | -19.7% | -4.8% |
| 30D | +1.2% | +0.5% | +0.7% | +0.6% |
| 3M | +13.9% | -3.6% | +17.5% | +10.5% |
| 6M | +17.2% | +328.0% | -310.8% | -12.9% |
| YTD | +5.3% | +297.8% | -292.5% | -21.3% |
| 1Y | +9.5% | +339.4% | -329.9% | -20.4% |
| 3Y | +51.9% | +201.7% | -149.8% | +6.2% |
| 5Y | +69.6% | +32.8% | +36.8% | +32.6% |
| All | +374.9% | +284.4% | +90.6% | +141.1% |
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