+3.6%
VCIT vs MXL
+23.2%
-19.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.0% | -6.1% | -0.1% |
| 7D | +0.1% | +15.5% | -15.4% | -0.1% |
| 30D | -0.8% | -11.3% | +10.5% | -0.7% |
| 3M | -0.5% | -16.1% | +15.6% | -0.6% |
| 6M | -1.4% | +323.0% | -324.4% | -4.1% |
| YTD | -0.8% | +281.5% | -282.3% | -3.4% |
| 1Y | +0.3% | +319.3% | -319.0% | -2.6% |
| 3Y | +19.2% | +189.4% | -170.2% | +15.5% |
| 5Y | +3.6% | +26.0% | -22.4% | +1.9% |
| All | +3.6% | +23.2% | -19.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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