-5.6%
MDB vs VSXY
+335.0%
-340.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.3% | -3.8% |
| 7D | -18.0% | -6.8% | -11.2% | -17.6% |
| 30D | -10.7% | -20.4% | +9.6% | -8.8% |
| 3M | +1.0% | +2.9% | -1.9% | +0.1% |
| 6M | +31.6% | +67.9% | -36.3% | +20.6% |
| YTD | -15.2% | +44.9% | -60.0% | -21.3% |
| 1Y | +10.1% | +205.9% | -195.8% | -11.3% |
| 3Y | -5.6% | +373.9% | -379.5% | -28.7% |
| All | -5.6% | +335.0% | -340.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling