+198.3%
MXL vs VFC
+68.3%
+129.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -6.8% |
| 7D | +13.4% | +1.6% | +11.8% | +12.6% |
| 30D | -29.2% | +25.5% | -54.7% | -36.5% |
| 3M | -27.2% | +41.3% | -68.5% | -38.4% |
| 6M | -36.4% | +22.2% | -58.6% | -44.0% |
| YTD | +220.0% | +16.4% | +203.6% | +184.6% |
| 1Y | +304.8% | +38.4% | +266.4% | +230.3% |
| 3Y | +238.5% | +56.2% | +182.3% | +116.2% |
| 5Y | -18.8% | -68.2% | +49.4% | +21.6% |
| 10Y | +163.1% | -48.4% | +211.5% | +180.4% |
| All | +198.3% | +68.3% | +129.9% | +65.7% |
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 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