+282.4%
MXL vs VCLT
+100.5%
+181.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +19.0% | 0.0% | +19.0% | +19.0% |
| 30D | +4.5% | +0.1% | +4.4% | +4.4% |
| 3M | -1.5% | -2.9% | +1.4% | -0.5% |
| 6M | +348.6% | -4.0% | +352.6% | +355.2% |
| YTD | +310.3% | -2.2% | +312.5% | +313.7% |
| 1Y | +344.7% | -2.6% | +347.3% | +349.1% |
| 3Y | +211.2% | +12.3% | +198.9% | +199.1% |
| 5Y | +34.8% | -16.4% | +51.2% | +34.5% |
| 10Y | +286.5% | +18.1% | +268.5% | +327.4% |
| All | +282.4% | +100.5% | +181.9% | +491.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling