+255.6%
MXL vs VFC
+6.7%
+248.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.9% | +7.9% | +6.8% |
| 7D | +15.5% | +0.8% | +14.6% | +15.0% |
| 30D | -11.3% | -11.9% | +0.6% | -6.1% |
| 3M | -16.1% | -20.2% | +4.0% | -9.4% |
| 6M | +323.0% | -23.0% | +346.0% | +360.9% |
| YTD | +281.5% | -26.2% | +307.7% | +321.2% |
| 1Y | +319.3% | -13.3% | +332.6% | +323.2% |
| 3Y | +189.4% | -25.5% | +214.9% | +158.6% |
| 5Y | +26.0% | -78.1% | +104.1% | +123.1% |
| 10Y | +243.5% | -68.8% | +312.3% | +365.7% |
| All | +255.6% | +6.7% | +248.9% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling