+11.6%
VG vs MXL
+318.0%
-306.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.8% | +2.2% |
| 7D | -2.5% | +15.5% | -18.0% | -2.3% |
| 30D | +11.1% | -11.3% | +22.4% | +11.0% |
| 3M | +14.9% | -16.1% | +31.0% | +15.4% |
| 6M | +18.4% | +323.0% | -304.7% | +16.9% |
| YTD | +116.6% | +281.5% | -164.9% | +112.5% |
| All | +11.6% | +318.0% | -306.4% | +8.3% |
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 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