+76.5%
VUG vs MXL
+29.7%
+46.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.1% |
| 7D | -1.9% | +16.6% | -18.5% | -4.0% |
| 30D | -1.6% | +0.5% | -2.0% | -2.2% |
| 3M | +4.4% | -3.6% | +8.0% | +1.6% |
| 6M | +13.2% | +328.0% | -314.8% | -20.4% |
| YTD | +7.5% | +297.8% | -290.3% | -23.8% |
| 1Y | +12.5% | +339.4% | -326.9% | -22.7% |
| 3Y | +86.0% | +201.7% | -115.8% | +23.3% |
| 5Y | +76.5% | +32.8% | +43.7% | +45.1% |
| All | +76.5% | +29.7% | +46.8% | +45.1% |
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