+14.5%
MDB vs VSXY
+224.6%
-210.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.0% |
| 7D | -17.4% | -14.0% | -3.4% | -17.7% |
| 30D | -2.0% | -15.9% | +13.9% | -2.4% |
| 3M | -3.0% | +3.4% | -6.4% | -2.9% |
| 6M | +48.7% | +25.9% | +22.8% | +49.6% |
| YTD | -12.1% | +39.5% | -51.6% | -12.0% |
| 1Y | +14.5% | +194.4% | -179.9% | +2.7% |
| All | +14.5% | +224.6% | -210.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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