+106.0%
MXC vs VT
+215.5%
-109.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.5% |
| 7D | -9.9% | -2.3% | -7.6% | -9.1% |
| 30D | -13.4% | -5.0% | -8.4% | -11.4% |
| 3M | -5.7% | -4.9% | -0.8% | -3.6% |
| 6M | -4.7% | -1.5% | -3.2% | -4.6% |
| YTD | -9.0% | +8.5% | -17.4% | -14.3% |
| 1Y | +0.5% | +11.4% | -10.9% | -6.8% |
| 3Y | -26.7% | +70.1% | -96.8% | -50.2% |
| 5Y | -23.8% | +53.7% | -77.5% | -44.6% |
| All | +106.0% | +215.5% | -109.6% | -6.7% |
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