+32.8%
MXL vs VFC
-79.4%
+112.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.5% |
| 7D | +16.6% | -3.3% | +19.9% | +18.0% |
| 30D | +0.5% | -14.0% | +14.5% | +6.1% |
| 3M | -3.6% | -22.6% | +18.9% | +3.9% |
| 6M | +328.0% | -24.7% | +352.7% | +363.2% |
| YTD | +297.8% | -29.0% | +326.8% | +338.0% |
| 1Y | +339.4% | -13.8% | +353.2% | +343.7% |
| 3Y | +201.7% | -28.2% | +230.0% | +184.9% |
| 5Y | +32.8% | -79.0% | +111.8% | +198.1% |
| All | +32.8% | -79.4% | +112.2% | +198.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling