-10.8%
MDLN vs VSXY
+36.8%
-47.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.2% |
| 7D | +3.7% | -14.0% | +17.7% | +2.7% |
| 30D | -0.2% | -15.9% | +15.7% | -1.3% |
| 3M | +6.2% | +3.4% | +2.8% | +6.5% |
| 6M | -14.7% | +25.9% | -40.6% | -13.4% |
| YTD | -12.9% | +39.5% | -52.4% | -9.5% |
| All | -10.8% | +36.8% | -47.5% | -6.7% |
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