+1,804.6%
V vs MXL
+249.5%
+1,555.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.6% |
| 7D | -1.7% | +1.6% | -3.3% | -1.9% |
| 30D | +2.0% | -7.0% | +9.0% | +2.2% |
| 3M | +17.4% | -33.4% | +50.8% | +19.0% |
| 6M | +17.5% | +260.2% | -242.7% | -10.3% |
| YTD | +7.6% | +260.0% | -252.4% | -18.2% |
| 1Y | +7.7% | +303.5% | -295.8% | -20.4% |
| 3Y | +54.7% | +160.4% | -105.8% | +11.6% |
| 5Y | +73.0% | +14.7% | +58.4% | +37.1% |
| 10Y | +390.9% | +215.6% | +175.3% | +193.0% |
| All | +1,804.6% | +249.5% | +1,555.0% | +940.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling