+16.5%
MLM vs VSXY
+446.9%
-430.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -0.9% |
| 7D | -2.0% | -1.6% | -0.4% | -1.9% |
| 30D | +9.5% | +17.8% | -8.3% | +7.9% |
| 3M | -4.7% | +12.5% | -17.2% | -6.0% |
| 6M | -10.7% | +124.7% | -135.4% | -17.9% |
| YTD | -16.6% | +93.2% | -109.7% | -22.4% |
| 1Y | -15.4% | +195.6% | -211.0% | -24.1% |
| All | +16.5% | +446.9% | -430.5% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling