-91.8%
MXCT vs VT
+67.9%
-159.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -7.4% |
| 7D | -18.7% | -0.3% | -18.4% | -18.3% |
| 30D | +28.7% | -1.4% | +30.1% | +31.3% |
| 3M | +25.2% | -1.4% | +26.6% | +27.9% |
| 6M | +62.0% | +5.5% | +56.5% | +49.6% |
| YTD | -10.3% | +12.8% | -23.2% | -25.7% |
| 1Y | -13.7% | +15.4% | -29.1% | -30.9% |
| 3Y | -59.4% | +76.9% | -136.2% | -83.4% |
| 5Y | -88.1% | +60.4% | -148.5% | -94.1% |
| All | -91.8% | +67.9% | -159.7% | -96.2% |
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 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