-39.3%
VG vs MXL
+163.3%
-202.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.9% |
| 7D | +1.7% | +1.6% | +0.1% | +1.5% |
| 30D | +16.0% | -7.0% | +23.0% | +16.1% |
| 3M | +9.7% | -33.4% | +43.1% | +11.7% |
| 6M | +29.6% | +260.2% | -230.6% | -15.6% |
| YTD | +112.0% | +260.0% | -147.9% | +34.9% |
| 1Y | +12.8% | +303.5% | -290.7% | -33.3% |
| All | -39.3% | +163.3% | -202.6% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling