+255.6%
MXL vs VMC
+495.4%
-239.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.6% | +7.6% | +6.9% |
| 7D | +15.5% | -0.5% | +16.0% | +15.8% |
| 30D | -11.3% | -9.1% | -2.2% | -6.5% |
| 3M | -16.1% | -4.1% | -12.0% | -16.2% |
| 6M | +323.0% | -5.5% | +328.6% | +324.6% |
| YTD | +281.5% | -8.9% | +290.4% | +289.0% |
| 1Y | +319.3% | -12.9% | +332.2% | +338.5% |
| 3Y | +189.4% | +22.1% | +167.2% | +148.9% |
| 5Y | +26.0% | +52.7% | -26.7% | -2.9% |
| 10Y | +243.5% | +152.7% | +90.7% | +91.5% |
| All | +255.6% | +495.4% | -239.7% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling