-19.1%
MXL vs VT
+57.0%
-76.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -4.7% |
| 7D | +13.4% | +2.4% | +11.1% | +7.9% |
| 30D | -29.2% | -1.5% | -27.7% | -24.2% |
| 3M | -27.2% | -4.1% | -23.1% | -15.3% |
| 6M | -36.4% | +0.6% | -37.0% | -31.6% |
| YTD | +220.0% | +11.0% | +209.0% | +178.7% |
| 1Y | +304.8% | +13.3% | +291.4% | +237.7% |
| 3Y | +238.5% | +73.4% | +165.1% | +24.4% |
| All | -19.1% | +57.0% | -76.1% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling