-59.0%
MX vs VT
+215.5%
-274.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.1% | +0.2% | +14.9% | +14.8% |
| 7D | -2.1% | -2.3% | +0.2% | +1.4% |
| 30D | -27.2% | -5.0% | -22.2% | -21.6% |
| 3M | -38.9% | -4.9% | -34.0% | -34.1% |
| 6M | -40.1% | -1.5% | -38.6% | -36.6% |
| YTD | -7.5% | +8.5% | -15.9% | -11.6% |
| 1Y | -2.1% | +11.4% | -13.4% | -8.9% |
| 3Y | -67.4% | +70.1% | -137.5% | -80.7% |
| 5Y | -87.5% | +53.7% | -141.2% | -91.7% |
| All | -59.0% | +215.5% | -274.5% | -88.1% |
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