-25.0%
MXC vs VT
+53.2%
-78.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +0.2% |
| 7D | -13.2% | -4.2% | -9.0% | -13.5% |
| 30D | -17.3% | -5.8% | -11.5% | -17.8% |
| 3M | -6.9% | -5.2% | -1.7% | -7.4% |
| 6M | -7.0% | +0.1% | -7.1% | -6.9% |
| YTD | -10.4% | +8.2% | -18.7% | -9.8% |
| 1Y | -6.5% | +10.1% | -16.6% | -5.9% |
| 3Y | -28.7% | +69.7% | -98.4% | -32.8% |
| 5Y | -25.0% | +53.4% | -78.4% | -37.2% |
| All | -25.0% | +53.2% | -78.2% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling