+297.0%
MXL vs VFC
+52.5%
+244.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.4% | -15.6% | -11.8% |
| 7D | -24.3% | +21.5% | -45.8% | -27.0% |
| 30D | -46.1% | +46.7% | -92.8% | -50.4% |
| 3M | -21.8% | +38.4% | -60.2% | -27.3% |
| 6M | -27.2% | +15.2% | -42.4% | -30.0% |
| YTD | +226.2% | +17.8% | +208.4% | +204.4% |
| 1Y | +297.0% | +55.6% | +241.4% | +208.0% |
| All | +297.0% | +52.5% | +244.5% | +208.0% |
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