+229.2%
MXL vs VTR
+132.9%
+96.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.6% |
| 7D | +18.9% | -0.3% | +19.2% | +18.9% |
| 30D | +0.3% | +1.1% | -0.8% | +0.3% |
| 3M | -8.0% | +7.9% | -15.9% | -10.4% |
| 6M | +341.2% | +6.2% | +335.1% | +330.6% |
| YTD | +327.8% | +17.7% | +310.1% | +306.6% |
| 1Y | +364.9% | +32.9% | +332.0% | +325.2% |
| 3Y | +229.2% | +129.7% | +99.5% | +137.8% |
| All | +229.2% | +132.9% | +96.3% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling