-17.0%
MDLN vs VSXY
+37.0%
-54.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -2.1% |
| 7D | -6.2% | -10.7% | +4.5% | -6.8% |
| 30D | +0.7% | -24.3% | +25.0% | -1.1% |
| 3M | -5.4% | +1.0% | -6.5% | -5.3% |
| 6M | -21.6% | +57.4% | -78.9% | -20.5% |
| YTD | -18.9% | +39.8% | -58.7% | -15.7% |
| All | -17.0% | +37.0% | -54.0% | -13.2% |
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