-47.3%
MX vs VT
+222.7%
-270.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.0% |
| 7D | +37.6% | +2.9% | +34.7% | +33.2% |
| 30D | -0.7% | -2.5% | +1.8% | +3.8% |
| 3M | -26.2% | -3.3% | -22.8% | -21.9% |
| 6M | -28.4% | +1.5% | -30.0% | -27.0% |
| YTD | +10.6% | +11.4% | -0.8% | +2.6% |
| 1Y | +17.0% | +11.9% | +5.1% | +8.2% |
| 3Y | -58.9% | +73.9% | -132.8% | -76.3% |
| 5Y | -84.5% | +57.9% | -142.4% | -90.1% |
| All | -47.3% | +222.7% | -270.0% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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