+59.9%
VEA vs MXL
+40.1%
+19.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.5% | +0.4% |
| 7D | -1.5% | +18.9% | -20.3% | -2.9% |
| 30D | -0.8% | +0.3% | -1.2% | -1.2% |
| 3M | +2.5% | -8.0% | +10.5% | +1.4% |
| 6M | +11.1% | +341.2% | -330.1% | -9.2% |
| YTD | +17.2% | +327.8% | -310.7% | -4.3% |
| 1Y | +24.5% | +364.9% | -340.4% | +0.1% |
| 3Y | +75.4% | +229.2% | -153.8% | +37.1% |
| All | +59.9% | +40.1% | +19.8% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling