+303.5%
MXL vs VCLT
-0.4%
+303.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +1.6% | -0.5% | +2.1% | +2.0% |
| 30D | -7.0% | -0.9% | -6.1% | -6.0% |
| 3M | -33.4% | -3.2% | -30.2% | -31.5% |
| 6M | +260.2% | -3.8% | +264.0% | +271.6% |
| YTD | +260.0% | -2.0% | +262.0% | +265.1% |
| 1Y | +303.5% | -0.8% | +304.3% | +315.2% |
| All | +303.5% | -0.4% | +303.9% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling