+147.2%
MXL vs VLTO
+56.3%
+90.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -15.9% | +1.6% | -17.5% | -16.1% |
| 30D | -44.0% | +22.0% | -66.0% | -46.9% |
| 3M | -21.3% | +21.9% | -43.2% | -25.6% |
| 6M | -46.1% | +36.5% | -82.6% | -53.1% |
| YTD | +208.8% | +19.0% | +189.9% | +192.5% |
| 1Y | +255.5% | +21.0% | +234.6% | +231.4% |
| 3Y | +223.3% | +69.9% | +153.4% | +142.2% |
| All | +147.2% | +56.3% | +90.8% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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