+228.3%
MXL vs VLTO
+25.1%
+203.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.4% | +7.8% |
| 7D | +19.0% | -2.6% | +21.5% | +19.9% |
| 30D | +4.5% | -2.5% | +6.9% | +5.1% |
| 3M | -1.5% | +10.1% | -11.6% | -9.0% |
| 6M | +348.6% | +1.0% | +347.6% | +336.3% |
| YTD | +310.3% | -4.8% | +315.1% | +313.3% |
| 1Y | +344.7% | -9.3% | +354.0% | +363.4% |
| All | +228.3% | +25.1% | +203.2% | +173.7% |
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