+54.6%
VXUS vs MXL
+33.8%
+20.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -1.4% |
| 7D | +0.3% | +19.0% | -18.7% | -1.2% |
| 30D | +0.7% | +4.5% | -3.8% | 0.0% |
| 3M | +4.8% | -1.5% | +6.3% | +3.0% |
| 6M | +11.3% | +348.6% | -337.3% | -9.3% |
| YTD | +16.5% | +310.3% | -293.8% | -4.4% |
| 1Y | +24.3% | +344.7% | -320.4% | +0.4% |
| 3Y | +74.5% | +211.2% | -136.7% | +37.5% |
| All | +54.6% | +33.8% | +20.8% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling