+104.4%
MXF vs VT
+224.5%
-120.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.6% |
| 30D | -0.7% | +1.0% | -1.7% | -1.5% |
| 3M | +0.7% | +2.4% | -1.7% | -1.4% |
| 6M | +1.9% | +12.0% | -10.1% | -7.4% |
| YTD | +12.6% | +15.3% | -2.7% | -0.1% |
| 1Y | +26.7% | +22.6% | +4.1% | +6.7% |
| 3Y | +48.4% | +74.7% | -26.2% | -7.9% |
| 5Y | +78.6% | +66.1% | +12.4% | +15.0% |
| All | +104.4% | +224.5% | -120.1% | -29.1% |
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