-17.9%
MLM vs VSXY
+199.4%
-217.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.9% |
| 7D | +1.4% | -6.8% | +8.2% | +2.0% |
| 30D | -6.5% | -20.4% | +13.8% | -4.7% |
| 3M | -7.4% | +2.9% | -10.3% | -7.9% |
| 6M | -15.8% | +67.9% | -83.7% | -21.5% |
| YTD | -17.4% | +44.9% | -62.3% | -21.3% |
| 1Y | -17.9% | +205.9% | -223.8% | -25.2% |
| All | -17.9% | +199.4% | -217.3% | -25.2% |
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 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