+51.8%
MLM vs VSXY
+96.5%
-44.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.0% |
| 7D | -4.1% | +11.8% | -15.9% | -5.3% |
| 30D | +8.2% | +25.9% | -17.8% | +5.3% |
| 3M | -3.6% | +15.5% | -19.1% | -5.5% |
| 6M | -15.6% | +109.7% | -125.3% | -23.7% |
| YTD | -16.4% | +99.5% | -115.9% | -24.4% |
| 1Y | -14.3% | +197.5% | -211.8% | -26.3% |
| 3Y | +19.3% | +453.3% | -433.9% | -10.6% |
| 5Y | +29.6% | +110.3% | -80.7% | +12.0% |
| All | +51.8% | +96.5% | -44.6% | +32.2% |
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 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