+32.8%
MXL vs VMC
+47.2%
-14.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | +16.6% | -3.7% | +20.3% | +19.5% |
| 30D | +0.5% | -12.8% | +13.2% | +10.5% |
| 3M | -3.6% | -7.9% | +4.3% | -1.6% |
| 6M | +328.0% | -7.5% | +335.5% | +330.3% |
| YTD | +297.8% | -11.6% | +309.5% | +309.6% |
| 1Y | +339.4% | -14.3% | +353.7% | +363.7% |
| 3Y | +201.7% | +18.5% | +183.2% | +129.3% |
| 5Y | +32.8% | +46.8% | -14.0% | -18.0% |
| All | +32.8% | +47.2% | -14.5% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling