-4.8%
MDB vs VSXY
+93.0%
-97.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | +6.8% | -1.7% | +8.6% | +7.2% |
| 30D | -6.2% | +20.1% | -26.3% | -9.6% |
| 3M | -29.2% | +16.6% | -45.8% | -32.0% |
| 6M | +10.3% | +134.9% | -124.6% | -12.5% |
| YTD | -20.4% | +96.0% | -116.4% | -35.3% |
| 1Y | -4.8% | +203.8% | -208.6% | -32.0% |
| 3Y | -11.6% | +465.3% | -476.9% | -53.5% |
| 5Y | -41.0% | +106.3% | -147.4% | -57.7% |
| All | -4.8% | +93.0% | -97.9% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling