+72.5%
VXUS vs MXL
+209.6%
-137.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -1.2% |
| 7D | +0.3% | +19.0% | -18.7% | -0.8% |
| 30D | +0.7% | +4.5% | -3.8% | +0.2% |
| 3M | +4.8% | -1.5% | +6.3% | +3.6% |
| 6M | +11.3% | +348.6% | -337.3% | -3.7% |
| YTD | +16.5% | +310.3% | -293.8% | +1.3% |
| 1Y | +24.3% | +344.7% | -320.4% | +6.9% |
| All | +72.5% | +209.6% | -137.0% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling