+57.4%
VZ vs MXL
+237.7%
-180.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.7% |
| 7D | +1.5% | +13.4% | -12.0% | +2.2% |
| 30D | +4.4% | -29.2% | +33.6% | +3.0% |
| 3M | -2.4% | -27.2% | +24.9% | -3.0% |
| 6M | +1.4% | -36.4% | +37.8% | +1.1% |
| YTD | +21.4% | +220.0% | -198.6% | +29.8% |
| 1Y | +20.3% | +304.8% | -284.5% | +29.5% |
| 3Y | +57.4% | +238.5% | -181.1% | +69.1% |
| All | +57.4% | +237.7% | -180.3% | +69.1% |
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