+159.0%
MXL vs VT
+215.5%
-56.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.5% |
| 7D | -27.1% | -2.3% | -24.8% | -22.6% |
| 30D | -54.2% | -5.0% | -49.2% | -47.9% |
| 3M | -29.9% | -4.9% | -25.1% | -19.4% |
| 6M | -39.5% | -1.5% | -37.9% | -32.8% |
| YTD | +182.2% | +8.5% | +173.7% | +162.7% |
| 1Y | +231.8% | +11.4% | +220.5% | +195.4% |
| 3Y | +195.9% | +70.1% | +125.8% | +31.9% |
| 5Y | -27.3% | +53.7% | -81.0% | -58.1% |
| All | +159.0% | +215.5% | -56.5% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling