-90.1%
MXCT vs VT
+57.0%
-147.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.4% |
| 7D | -5.6% | +2.4% | -7.9% | -8.9% |
| 30D | -4.8% | -1.5% | -3.3% | -2.4% |
| 3M | -14.4% | -4.1% | -10.3% | -8.9% |
| 6M | +16.7% | +0.6% | +16.1% | +16.0% |
| YTD | -23.2% | +11.0% | -34.3% | -34.7% |
| 1Y | -21.2% | +13.3% | -34.5% | -35.2% |
| 3Y | -65.8% | +73.4% | -139.2% | -85.5% |
| All | -90.1% | +57.0% | -147.1% | -95.2% |
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