+22.0%
VZ vs MXL
+349.5%
-327.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.9% | -0.9% |
| 7D | -1.0% | +19.0% | -19.9% | +0.1% |
| 30D | +5.8% | +4.5% | +1.3% | +6.3% |
| 3M | +10.5% | -1.5% | +12.0% | +11.4% |
| 6M | +1.8% | +348.6% | -346.8% | +15.7% |
| YTD | +28.3% | +310.3% | -282.0% | +44.1% |
| 1Y | +22.0% | +344.7% | -322.8% | +37.1% |
| All | +22.0% | +349.5% | -327.5% | +37.1% |
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