+144.8%
VXUS vs MXL
+284.4%
-139.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.9% |
| 7D | -1.9% | +16.6% | -18.6% | -3.7% |
| 30D | -0.7% | +0.5% | -1.2% | -1.2% |
| 3M | +4.9% | -3.6% | +8.6% | +2.7% |
| 6M | +9.7% | +328.0% | -318.4% | -16.1% |
| YTD | +15.0% | +297.8% | -282.8% | -11.4% |
| 1Y | +22.4% | +339.4% | -317.0% | -7.8% |
| 3Y | +72.2% | +201.7% | -129.5% | +25.9% |
| 5Y | +52.6% | +32.8% | +19.9% | +22.3% |
| All | +144.8% | +284.4% | -139.5% | +39.0% |
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