-64.3%
MX vs VT
+214.8%
-279.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -4.1% | -10.9% | -9.8% |
| 7D | -22.1% | -4.2% | -17.9% | -17.3% |
| 30D | -40.2% | -5.8% | -34.4% | -35.0% |
| 3M | -44.1% | -5.2% | -38.9% | -39.6% |
| 6M | -49.8% | +0.1% | -49.9% | -47.9% |
| YTD | -19.6% | +8.2% | -27.8% | -23.0% |
| 1Y | -19.9% | +10.1% | -30.0% | -24.6% |
| 3Y | -72.7% | +69.7% | -142.4% | -83.8% |
| 5Y | -89.1% | +53.4% | -142.5% | -92.8% |
| All | -64.3% | +214.8% | -279.1% | -89.6% |
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