+92.7%
VCIT vs MXL
+249.5%
-156.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.1% |
| 7D | -0.3% | +1.6% | -2.0% | -0.4% |
| 30D | -0.8% | -7.0% | +6.2% | -0.7% |
| 3M | -1.0% | -33.4% | +32.4% | -0.9% |
| 6M | -1.8% | +260.2% | -262.0% | -3.4% |
| YTD | -0.7% | +260.0% | -260.7% | -2.3% |
| 1Y | +1.0% | +303.5% | -302.5% | -0.8% |
| 3Y | +18.8% | +160.4% | -141.6% | +16.7% |
| 5Y | +3.5% | +14.7% | -11.2% | +1.9% |
| 10Y | +29.2% | +215.6% | -186.4% | +26.5% |
| All | +92.7% | +249.5% | -156.8% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling