+13.5%
VT vs MXL
+323.6%
-310.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.2% |
| 7D | -1.6% | -14.3% | +12.7% | -1.0% |
| 30D | -2.5% | -39.6% | +37.1% | -0.6% |
| 3M | -1.3% | -4.7% | +3.4% | -1.5% |
| 6M | +3.1% | -17.1% | +20.2% | +2.6% |
| YTD | +10.9% | +267.0% | -256.1% | -3.9% |
| All | +13.5% | +323.6% | -310.2% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling