+165.8%
VXUS vs MXL
+420.8%
-255.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.7% |
| 7D | +2.3% | +33.1% | -30.8% | -1.4% |
| 30D | -2.2% | -33.5% | +31.3% | +1.5% |
| 3M | -5.4% | -20.7% | +15.3% | -4.8% |
| 6M | -1.2% | -35.9% | +34.6% | -0.6% |
| YTD | +10.4% | +238.3% | -227.9% | -15.6% |
| 1Y | +11.8% | +296.2% | -284.4% | -16.6% |
| 3Y | +68.4% | +254.1% | -185.7% | +16.8% |
| 5Y | +45.9% | -14.1% | +60.0% | +21.1% |
| 10Y | +144.7% | +178.1% | -33.4% | +50.8% |
| All | +165.8% | +420.8% | -255.0% | +26.6% |
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