+105.6%
MXF vs VT
+215.5%
-110.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | +3.0% | -2.3% | +5.3% | +4.9% |
| 30D | +5.3% | -5.0% | +10.2% | +9.7% |
| 3M | -3.2% | -4.9% | +1.7% | +0.8% |
| 6M | -1.4% | -1.5% | +0.1% | -0.5% |
| YTD | +10.2% | +8.5% | +1.7% | +2.8% |
| 1Y | +15.8% | +11.4% | +4.4% | +5.6% |
| 3Y | +50.9% | +70.1% | -19.1% | -4.3% |
| 5Y | +80.3% | +53.7% | +26.5% | +24.0% |
| All | +105.6% | +215.5% | -110.0% | -28.6% |
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