+27.7%
V vs MXL
+277.9%
-250.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.3% |
| 7D | +0.9% | +13.4% | -12.5% | +1.0% |
| 30D | +9.0% | -29.2% | +38.2% | +8.7% |
| 3M | +16.7% | -27.2% | +43.9% | +16.5% |
| 6M | +33.4% | -36.4% | +69.8% | +32.6% |
| YTD | +22.4% | +220.0% | -197.7% | +16.0% |
| 1Y | +27.7% | +304.8% | -277.1% | +23.5% |
| All | +27.7% | +277.9% | -250.2% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling