+198.9%
MXC vs VT
+224.5%
-25.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +12.2% | +0.4% | +11.8% | +12.0% |
| 30D | +17.0% | +1.0% | +16.0% | +16.4% |
| 3M | +26.6% | +2.4% | +24.2% | +24.7% |
| 6M | +3.3% | +12.0% | -8.7% | -3.9% |
| YTD | +12.5% | +15.3% | -2.8% | +2.7% |
| 1Y | +30.0% | +22.6% | +7.5% | +14.5% |
| 3Y | -5.0% | +74.7% | -79.7% | -36.7% |
| 5Y | +23.3% | +66.1% | -42.8% | -15.6% |
| All | +198.9% | +224.5% | -25.6% | -6.3% |
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