+2,723.0%
VRT vs MXL
+267.8%
+2,455.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.5% | -1.2% | +2.8% |
| 7D | +9.1% | +1.6% | +7.5% | +8.5% |
| 30D | +0.9% | -7.0% | +7.9% | +2.2% |
| 3M | -13.4% | -33.4% | +20.0% | -6.5% |
| 6M | +11.7% | +260.2% | -248.5% | -38.3% |
| YTD | +73.2% | +260.0% | -186.7% | -4.4% |
| 1Y | +123.4% | +303.5% | -180.1% | +17.4% |
| 3Y | +606.2% | +160.4% | +445.7% | +280.2% |
| 5Y | +899.9% | +14.7% | +885.2% | +571.2% |
| All | +2,723.0% | +267.8% | +2,455.3% | +1,021.1% |
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