+175.3%
MXL vs VLTO
+57.1%
+118.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.3% |
| 7D | +5.5% | +1.5% | +4.0% | +5.2% |
| 30D | -32.6% | +20.9% | -53.6% | -35.9% |
| 3M | -13.1% | +21.4% | -34.5% | -17.6% |
| 6M | -41.4% | +37.6% | -79.0% | -49.2% |
| YTD | +243.9% | +19.5% | +224.4% | +225.5% |
| 1Y | +305.1% | +22.0% | +283.1% | +276.1% |
| 3Y | +260.1% | +70.7% | +189.4% | +169.5% |
| All | +175.3% | +57.1% | +118.2% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling