+319.3%
MXL vs VT
+21.4%
+297.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.5% | +6.5% | +7.6% |
| 7D | +15.5% | +1.0% | +14.5% | +11.5% |
| 30D | -11.3% | -0.2% | -11.1% | -10.0% |
| 3M | -16.1% | +4.5% | -20.7% | -23.7% |
| 6M | +323.0% | +14.1% | +309.0% | +210.3% |
| YTD | +281.5% | +14.8% | +266.8% | +171.8% |
| 1Y | +319.3% | +21.2% | +298.1% | +141.0% |
| All | +319.3% | +21.4% | +297.9% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VT 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling