-38.0%
VG vs MXL
+179.1%
-217.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.8% | +1.6% |
| 7D | -2.5% | +15.5% | -18.0% | -3.9% |
| 30D | +11.1% | -11.3% | +22.4% | +11.8% |
| 3M | +14.9% | -16.1% | +31.0% | +14.2% |
| 6M | +18.4% | +323.0% | -304.7% | -26.2% |
| YTD | +116.6% | +281.5% | -164.9% | +37.0% |
| 1Y | +9.4% | +319.3% | -309.9% | -35.0% |
| All | -38.0% | +179.1% | -217.1% | -61.4% |
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