+249.4%
MXL vs VLTO
+73.3%
+176.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.8% | +12.9% | +13.6% |
| 7D | -8.8% | +2.0% | -10.9% | -9.1% |
| 30D | -41.9% | +21.8% | -63.7% | -44.2% |
| 3M | -25.4% | +20.2% | -45.6% | -28.3% |
| 6M | -44.0% | +36.3% | -80.3% | -50.5% |
| YTD | +220.8% | +18.8% | +201.9% | +208.8% |
| 1Y | +278.8% | +20.4% | +258.4% | +259.7% |
| 3Y | +249.4% | +71.9% | +177.5% | +190.3% |
| All | +249.4% | +73.3% | +176.2% | +190.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling