+75.0%
VTI vs MXL
+40.1%
+34.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | 0.0% |
| 7D | -0.9% | +18.9% | -19.8% | -2.7% |
| 30D | -1.4% | +0.3% | -1.8% | -1.9% |
| 3M | +3.6% | -8.0% | +11.6% | +2.0% |
| 6M | +13.6% | +341.2% | -327.6% | -13.7% |
| YTD | +12.9% | +327.8% | -314.9% | -14.2% |
| 1Y | +17.2% | +364.9% | -347.7% | -12.9% |
| 3Y | +75.7% | +229.2% | -153.5% | +25.9% |
| All | +75.0% | +40.1% | +34.9% | +46.6% |
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