+5.0%
MDB vs VSXY
+37.4%
-32.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.6% |
| 7D | -17.4% | -14.0% | -3.4% | -15.2% |
| 30D | -2.0% | -15.9% | +13.9% | +0.9% |
| 3M | -3.0% | +3.4% | -6.4% | -4.7% |
| 6M | +48.7% | +25.9% | +22.8% | +34.6% |
| YTD | -12.1% | +39.5% | -51.6% | -23.1% |
| 1Y | +14.5% | +194.4% | -179.9% | -19.6% |
| 3Y | -6.1% | +281.4% | -287.6% | -46.8% |
| 5Y | -27.3% | +12.8% | -40.1% | -42.9% |
| All | +5.0% | +37.4% | -32.4% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling