-78.1%
MXC vs VT
+345.0%
-423.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +3.4% |
| 7D | -13.2% | -4.2% | -9.0% | -10.7% |
| 30D | -17.3% | -5.8% | -11.5% | -14.0% |
| 3M | -6.9% | -5.2% | -1.7% | -3.7% |
| 6M | -7.0% | +0.1% | -7.1% | -8.0% |
| YTD | -10.4% | +8.2% | -18.7% | -17.5% |
| 1Y | -6.5% | +10.1% | -16.6% | -14.9% |
| 3Y | -28.7% | +69.7% | -98.4% | -55.4% |
| 5Y | -25.0% | +53.4% | -78.4% | -50.2% |
| 10Y | +120.7% | +219.2% | -98.5% | -21.0% |
| All | -78.1% | +345.0% | -423.1% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling