+124.8%
VGT vs MXL
+222.8%
-98.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.3% | +0.2% |
| 7D | -0.2% | +18.9% | -19.0% | -2.6% |
| 30D | -0.4% | +0.3% | -0.8% | -1.0% |
| 3M | +4.4% | -8.0% | +12.5% | +3.0% |
| 6M | +32.1% | +341.2% | -309.2% | -4.5% |
| YTD | +28.8% | +327.8% | -299.0% | -6.8% |
| 1Y | +35.3% | +364.9% | -329.6% | -4.5% |
| 3Y | +124.8% | +229.2% | -104.5% | +55.2% |
| All | +124.8% | +222.8% | -98.1% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling