+10.4%
MMM vs VSXY
+224.6%
-214.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | 0.0% |
| 7D | -3.3% | -14.0% | +10.7% | -2.6% |
| 30D | -7.0% | -15.9% | +8.9% | -6.2% |
| 3M | +10.8% | +3.4% | +7.4% | +10.5% |
| 6M | +5.8% | +25.9% | -20.1% | +3.6% |
| YTD | +6.8% | +39.5% | -32.7% | +3.4% |
| 1Y | +10.4% | +194.4% | -184.0% | -3.4% |
| All | +10.4% | +224.6% | -214.2% | -3.4% |
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