+26.5%
MLM vs VSXY
+106.2%
-79.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -0.9% | -1.7% | +0.9% | -0.7% |
| 30D | +9.0% | +20.1% | -11.1% | +6.6% |
| 3M | -5.6% | +16.6% | -22.2% | -7.6% |
| 6M | -10.7% | +134.9% | -145.6% | -20.9% |
| YTD | -17.2% | +96.0% | -113.2% | -25.4% |
| 1Y | -14.2% | +203.8% | -218.0% | -27.0% |
| 3Y | +15.6% | +465.3% | -449.7% | -15.8% |
| All | +26.5% | +106.2% | -79.6% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling