+40.1%
VG vs MXL
+265.9%
-225.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +13.7% | -11.3% | +2.6% |
| 7D | -8.3% | -8.8% | +0.5% | -8.5% |
| 30D | -10.3% | -41.9% | +31.5% | -12.1% |
| 3M | -10.8% | -25.4% | +14.7% | -11.1% |
| 6M | +3.5% | -44.0% | +47.5% | +2.3% |
| YTD | +74.0% | +220.8% | -146.8% | +123.9% |
| All | +40.1% | +265.9% | -225.8% | +73.1% |
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