-44.1%
VG vs MXL
+147.4%
-191.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +4.9% |
| 7D | +15.1% | +33.1% | -18.0% | +11.7% |
| 30D | -4.2% | -33.5% | +29.3% | -1.2% |
| 3M | -3.1% | -20.7% | +17.6% | -2.7% |
| 6M | +0.3% | -35.9% | +36.2% | +0.8% |
| YTD | +95.5% | +238.3% | -142.8% | +23.3% |
| 1Y | +64.4% | +296.2% | -231.8% | -5.5% |
| All | -44.1% | +147.4% | -191.5% | -65.3% |
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