+75.8%
VT vs MXL
+163.1%
-87.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -0.4% |
| 7D | +0.4% | +1.6% | -1.2% | +0.3% |
| 30D | +1.0% | -7.0% | +8.0% | +1.2% |
| 3M | +2.4% | -33.4% | +35.8% | +3.6% |
| 6M | +12.0% | +260.2% | -248.2% | -4.5% |
| YTD | +15.3% | +260.0% | -244.6% | -2.0% |
| 1Y | +22.6% | +303.5% | -280.9% | +2.4% |
| All | +75.8% | +163.1% | -87.3% | +45.0% |
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