+113.0%
VWO vs MXL
+313.4%
-200.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | -0.2% |
| 7D | -1.8% | +18.9% | -20.6% | -3.9% |
| 30D | -0.1% | +0.3% | -0.4% | -0.6% |
| 3M | +2.2% | -8.0% | +10.3% | +0.6% |
| 6M | +8.8% | +341.2% | -332.5% | -18.2% |
| YTD | +12.4% | +327.8% | -315.4% | -15.4% |
| 1Y | +15.6% | +364.9% | -349.3% | -14.8% |
| 3Y | +62.5% | +229.2% | -166.7% | +15.6% |
| 5Y | +34.3% | +42.8% | -8.5% | +5.3% |
| All | +113.0% | +313.4% | -200.3% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling