+137.9%
VGT vs MXL
+40.1%
+97.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.3% | -0.1% |
| 7D | -0.2% | +18.9% | -19.0% | -3.3% |
| 30D | -0.4% | +0.3% | -0.8% | -1.1% |
| 3M | +4.4% | -8.0% | +12.5% | +2.4% |
| 6M | +32.1% | +341.2% | -309.2% | -13.8% |
| YTD | +28.8% | +327.8% | -299.0% | -15.9% |
| 1Y | +35.3% | +364.9% | -329.6% | -14.4% |
| 3Y | +124.8% | +229.2% | -104.5% | +36.1% |
| All | +137.9% | +40.1% | +97.8% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling