+270.8%
MXL vs VTR
+229.0%
+41.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.5% |
| 7D | +16.6% | -1.8% | +18.4% | +17.4% |
| 30D | +0.5% | +4.0% | -3.5% | -1.1% |
| 3M | -3.6% | +7.8% | -11.5% | -8.1% |
| 6M | +328.0% | +6.4% | +321.7% | +307.4% |
| YTD | +297.8% | +18.3% | +279.5% | +262.4% |
| 1Y | +339.4% | +33.9% | +305.5% | +278.5% |
| 3Y | +201.7% | +134.3% | +67.4% | +100.9% |
| 5Y | +32.8% | +90.3% | -57.5% | -4.7% |
| 10Y | +274.8% | +100.1% | +174.7% | +121.7% |
| All | +270.8% | +229.0% | +41.8% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling