-89.0%
MXCT vs VT
+53.4%
-142.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -4.2% |
| 7D | -20.8% | -2.3% | -18.4% | -18.0% |
| 30D | +21.2% | -5.0% | +26.1% | +30.6% |
| 3M | +13.5% | -4.9% | +18.4% | +22.5% |
| 6M | +48.8% | -1.5% | +50.3% | +53.0% |
| YTD | -18.7% | +8.5% | -27.2% | -28.4% |
| 1Y | -14.3% | +11.4% | -25.7% | -27.6% |
| 3Y | -64.0% | +70.1% | -134.1% | -84.3% |
| All | -89.0% | +53.4% | -142.4% | -94.4% |
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 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