+81.4%
VZ vs MXL
+166.4%
-85.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -0.6% |
| 7D | +0.1% | +1.6% | -1.6% | +0.2% |
| 30D | +7.9% | -7.0% | +14.9% | +7.7% |
| 3M | +13.6% | -33.4% | +47.1% | +12.8% |
| 6M | +1.1% | +260.2% | -259.1% | +8.0% |
| YTD | +29.3% | +260.0% | -230.7% | +38.2% |
| 1Y | +21.2% | +303.5% | -282.2% | +30.2% |
| All | +81.4% | +166.4% | -85.1% | +98.1% |
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 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