+50.8%
MLM vs VSXY
+37.4%
+13.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.9% |
| 7D | -2.9% | -14.0% | +11.1% | -1.3% |
| 30D | -6.8% | -15.9% | +9.1% | -5.2% |
| 3M | -11.2% | +3.4% | -14.6% | -11.9% |
| 6M | -21.8% | +25.9% | -47.7% | -25.2% |
| YTD | -17.0% | +39.5% | -56.5% | -21.7% |
| 1Y | -16.4% | +194.4% | -210.7% | -28.2% |
| 3Y | +14.5% | +281.4% | -266.9% | -10.7% |
| 5Y | +41.7% | +12.8% | +29.0% | +28.4% |
| All | +50.8% | +37.4% | +13.4% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling