+128.4%
VWO vs MXL
+315.4%
-187.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | -0.3% |
| 7D | -1.8% | +18.9% | -20.6% | -4.1% |
| 30D | -0.1% | +0.3% | -0.4% | -0.7% |
| 3M | +2.2% | -8.0% | +10.3% | +0.5% |
| 6M | +8.8% | +341.2% | -332.5% | -19.4% |
| YTD | +12.4% | +327.8% | -315.4% | -16.7% |
| 1Y | +15.6% | +364.9% | -349.3% | -16.1% |
| 3Y | +62.5% | +229.2% | -166.7% | +13.8% |
| 5Y | +34.3% | +42.8% | -8.5% | +3.0% |
| 10Y | +114.8% | +303.1% | -188.3% | +23.5% |
| All | +128.4% | +315.4% | -187.0% | +16.8% |
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