+364.9%
MXL vs VMC
-14.0%
+378.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.7% | +7.5% |
| 7D | +18.9% | -3.8% | +22.6% | +19.1% |
| 30D | +0.3% | -9.7% | +10.0% | +1.0% |
| 3M | -8.0% | -9.6% | +1.6% | -9.4% |
| 6M | +341.2% | -4.8% | +346.1% | +324.0% |
| YTD | +327.8% | -10.9% | +338.7% | +306.5% |
| 1Y | +364.9% | -15.6% | +380.5% | +364.7% |
| All | +364.9% | -14.0% | +378.9% | +364.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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