-93.4%
MXCT vs VT
+64.8%
-158.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.5% | -12.6% | -12.3% |
| 7D | -22.6% | -0.1% | -22.5% | -22.5% |
| 30D | +11.9% | -3.1% | +14.9% | +17.2% |
| 3M | -6.6% | -3.5% | -3.1% | -1.3% |
| 6M | +34.0% | +0.5% | +33.6% | +33.9% |
| YTD | -27.1% | +10.8% | -37.9% | -37.8% |
| 1Y | -23.1% | +11.9% | -35.0% | -35.4% |
| 3Y | -65.7% | +73.0% | -138.6% | -85.5% |
| 5Y | -89.4% | +58.6% | -148.1% | -94.7% |
| All | -93.4% | +64.8% | -158.2% | -96.8% |
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