+327.9%
MXL vs VLTO
+21.1%
+306.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -2.5% |
| 7D | +33.1% | +0.8% | +32.3% | +33.7% |
| 30D | -33.5% | +18.7% | -52.2% | -23.2% |
| 3M | -20.7% | +21.7% | -42.4% | -6.4% |
| 6M | -35.9% | +35.8% | -71.7% | -22.7% |
| YTD | +238.3% | +18.3% | +220.0% | +319.8% |
| All | +327.9% | +21.1% | +306.8% | +428.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling