+53.6%
MLM vs VSXY
+99.7%
-46.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -5.8% | +0.8% | -6.7% | -5.9% |
| 30D | +9.8% | +24.0% | -14.2% | +7.1% |
| 3M | -5.2% | +16.7% | -21.9% | -7.1% |
| 6M | -10.3% | +138.6% | -148.9% | -20.2% |
| YTD | -15.5% | +102.8% | -118.3% | -23.7% |
| 1Y | -15.0% | +214.2% | -229.2% | -27.3% |
| 3Y | +17.5% | +461.4% | -443.9% | -12.0% |
| 5Y | +30.5% | +118.3% | -87.7% | +12.5% |
| All | +53.6% | +99.7% | -46.2% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling