+222.5%
VT vs MXL
+217.5%
+5.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -0.7% |
| 7D | +0.4% | +1.6% | -1.2% | +0.2% |
| 30D | +1.0% | -7.0% | +8.0% | +1.4% |
| 3M | +2.4% | -33.4% | +35.8% | +4.7% |
| 6M | +12.0% | +260.2% | -248.2% | -15.5% |
| YTD | +15.3% | +260.0% | -244.6% | -13.4% |
| 1Y | +22.6% | +303.5% | -280.9% | -10.5% |
| 3Y | +74.7% | +160.4% | -85.8% | +24.9% |
| 5Y | +66.1% | +14.7% | +51.4% | +32.1% |
| All | +222.5% | +217.5% | +5.0% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling