+1,870.2%
VGT vs MXL
+286.3%
+1,583.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.5% |
| 7D | -1.0% | +16.6% | -17.7% | -4.0% |
| 30D | -0.4% | +0.5% | -0.9% | -1.2% |
| 3M | +6.6% | -3.6% | +10.2% | +3.4% |
| 6M | +31.0% | +328.0% | -297.0% | -13.4% |
| YTD | +27.2% | +297.8% | -270.6% | -15.0% |
| 1Y | +34.5% | +339.4% | -305.0% | -13.0% |
| 3Y | +123.1% | +201.7% | -78.6% | +40.7% |
| 5Y | +135.1% | +32.8% | +102.3% | +69.5% |
| 10Y | +803.4% | +274.8% | +528.6% | +384.5% |
| All | +1,870.2% | +286.3% | +1,583.9% | +861.9% |
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