+75.0%
VT vs MXL
+262.9%
-187.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.4% | -10.2% | +0.4% |
| 7D | -0.7% | +5.5% | -6.1% | -1.3% |
| 30D | -1.7% | -32.6% | +30.9% | +0.2% |
| 3M | -2.3% | -13.1% | +10.8% | -2.5% |
| 6M | +1.5% | -41.4% | +42.9% | +2.5% |
| YTD | +12.0% | +243.9% | -231.9% | -5.3% |
| 1Y | +12.9% | +305.1% | -292.2% | -6.4% |
| All | +75.0% | +262.9% | -187.9% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling