+70.6%
VZ vs MXL
+144.7%
-74.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.3% | +0.5% |
| 7D | +2.4% | -15.9% | +18.2% | +2.2% |
| 30D | +11.2% | -44.0% | +55.2% | +10.7% |
| 3M | 0.0% | -21.3% | +21.3% | -0.2% |
| 6M | +1.3% | -46.1% | +47.4% | +1.0% |
| YTD | +21.3% | +208.8% | -187.6% | +18.7% |
| 1Y | +23.9% | +255.5% | -231.6% | +20.9% |
| 3Y | +57.7% | +223.3% | -165.6% | +51.2% |
| 5Y | +21.2% | -18.1% | +39.3% | +21.6% |
| 10Y | +70.6% | +159.9% | -89.4% | +46.7% |
| All | +70.6% | +144.7% | -74.1% | +46.7% |
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