+302.4%
MXL vs VFC
-69.1%
+371.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.4% | +3.2% | +5.7% |
| 7D | +18.9% | -1.4% | +20.2% | +19.5% |
| 30D | +0.3% | -9.0% | +9.3% | +4.4% |
| 3M | -8.0% | -24.2% | +16.1% | +1.2% |
| 6M | +341.2% | -18.5% | +359.7% | +367.7% |
| YTD | +327.8% | -25.9% | +353.7% | +369.4% |
| 1Y | +364.9% | -13.0% | +377.9% | +368.6% |
| 3Y | +229.2% | -20.3% | +249.6% | +186.2% |
| 5Y | +42.8% | -78.1% | +120.9% | +158.8% |
| All | +302.4% | -69.1% | +371.5% | +581.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling