+235.5%
MXL vs VO
+539.8%
-304.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.9% |
| 7D | +1.6% | -0.3% | +1.9% | +2.1% |
| 30D | -7.0% | -0.3% | -6.7% | -6.1% |
| 3M | -33.4% | +2.9% | -36.3% | -35.2% |
| 6M | +260.2% | +9.3% | +250.8% | +219.9% |
| YTD | +260.0% | +14.2% | +245.8% | +200.5% |
| 1Y | +303.5% | +15.3% | +288.2% | +236.0% |
| 3Y | +160.4% | +56.2% | +104.2% | +46.2% |
| 5Y | +14.7% | +42.4% | -27.7% | -20.6% |
| 10Y | +215.6% | +194.7% | +20.8% | -8.9% |
| All | +235.5% | +539.8% | -304.2% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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