+303.5%
MXL vs VFC
-6.8%
+310.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.2% | +4.9% |
| 7D | +1.6% | -1.6% | +3.2% | +2.1% |
| 30D | -7.0% | -11.6% | +4.6% | -3.9% |
| 3M | -33.4% | -18.1% | -15.3% | -31.0% |
| 6M | +260.2% | -27.4% | +287.5% | +285.3% |
| YTD | +260.0% | -24.8% | +284.8% | +276.9% |
| 1Y | +303.5% | -8.2% | +311.7% | +259.8% |
| All | +303.5% | -6.8% | +310.3% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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