-11.6%
MDB vs VSXY
+455.0%
-466.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +6.8% | -1.7% | +8.6% | +7.0% |
| 30D | -6.2% | +20.1% | -26.3% | -8.0% |
| 3M | -29.2% | +16.6% | -45.8% | -30.6% |
| 6M | +10.3% | +134.9% | -124.6% | -2.9% |
| YTD | -20.4% | +96.0% | -116.4% | -28.9% |
| 1Y | -4.8% | +203.8% | -208.6% | -22.2% |
| 3Y | -11.6% | +465.3% | -476.9% | -37.8% |
| All | -11.6% | +455.0% | -466.6% | -37.8% |
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