+229.2%
MXL vs VMC
+18.8%
+210.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.7% | +7.1% |
| 7D | +18.9% | -3.8% | +22.6% | +21.0% |
| 30D | +0.3% | -9.7% | +10.0% | +5.7% |
| 3M | -8.0% | -9.6% | +1.6% | -6.0% |
| 6M | +341.2% | -4.8% | +346.1% | +331.5% |
| YTD | +327.8% | -10.9% | +338.7% | +331.6% |
| 1Y | +364.9% | -15.6% | +380.5% | +389.6% |
| 3Y | +229.2% | +19.3% | +209.9% | +136.6% |
| All | +229.2% | +18.8% | +210.5% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling