+183.8%
VXUS vs MXL
+454.2%
-270.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.2% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | +2.2% | -7.0% | +9.2% | +2.6% |
| 3M | +3.0% | -33.4% | +36.4% | +5.3% |
| 6M | +10.7% | +260.2% | -249.5% | -14.1% |
| YTD | +17.8% | +260.0% | -242.1% | -8.9% |
| 1Y | +27.6% | +303.5% | -275.9% | -3.8% |
| 3Y | +73.3% | +160.4% | -87.1% | +28.2% |
| 5Y | +54.3% | +14.7% | +39.6% | +24.3% |
| 10Y | +149.8% | +215.6% | -65.8% | +53.8% |
| All | +183.8% | +454.2% | -270.4% | +36.7% |
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