+55.6%
MLM vs VSXY
+106.4%
-50.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +1.9% |
| 7D | -3.8% | +15.2% | -19.0% | -5.4% |
| 30D | +11.0% | +37.0% | -26.0% | +7.0% |
| 3M | -3.1% | +15.2% | -18.3% | -4.9% |
| 6M | -9.8% | +136.3% | -146.1% | -19.6% |
| YTD | -14.4% | +109.6% | -123.9% | -23.0% |
| 1Y | -12.6% | +223.7% | -236.3% | -25.5% |
| 3Y | +19.7% | +516.3% | -496.5% | -11.5% |
| 5Y | +29.8% | +125.1% | -95.4% | +11.4% |
| All | +55.6% | +106.4% | -50.8% | +34.7% |
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 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