+221.7%
MXL vs VT
+222.7%
-1.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.6% |
| 7D | +1.6% | +0.4% | +1.2% | +0.8% |
| 30D | -7.0% | +1.0% | -8.0% | -8.2% |
| 3M | -33.4% | +2.4% | -35.8% | -33.9% |
| 6M | +260.2% | +12.0% | +248.2% | +202.2% |
| YTD | +260.0% | +15.3% | +244.6% | +186.8% |
| 1Y | +303.5% | +22.6% | +280.9% | +190.7% |
| 3Y | +160.4% | +74.7% | +85.8% | +6.5% |
| 5Y | +14.7% | +66.1% | -51.4% | -44.6% |
| All | +221.7% | +222.7% | -1.0% | -41.0% |
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 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