+1,026.7%
VUG vs MXL
+249.5%
+777.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.3% |
| 7D | -0.1% | +1.6% | -1.7% | -0.4% |
| 30D | -0.3% | -7.0% | +6.7% | +0.1% |
| 3M | -0.7% | -33.4% | +32.7% | +2.1% |
| 6M | +14.6% | +260.2% | -245.5% | -17.3% |
| YTD | +9.0% | +260.0% | -250.9% | -21.7% |
| 1Y | +14.9% | +303.5% | -288.6% | -20.1% |
| 3Y | +86.0% | +160.4% | -74.4% | +27.5% |
| 5Y | +76.7% | +14.7% | +62.0% | +35.7% |
| 10Y | +411.3% | +215.6% | +195.7% | +201.0% |
| All | +1,026.7% | +249.5% | +777.2% | +495.7% |
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