+84.9%
VUG vs MXL
+209.6%
-124.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.2% |
| 7D | +0.1% | +19.0% | -18.9% | -1.6% |
| 30D | -1.7% | +4.5% | -6.2% | -2.4% |
| 3M | +2.8% | -1.5% | +4.3% | +0.8% |
| 6M | +13.6% | +348.6% | -335.0% | -11.6% |
| YTD | +8.1% | +310.3% | -302.2% | -15.2% |
| 1Y | +13.1% | +344.7% | -331.6% | -13.0% |
| All | +84.9% | +209.6% | -124.6% | +39.5% |
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