+157.3%
MMM vs VSXY
+455.0%
-297.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | -0.8% | -1.7% | +0.9% | -0.7% |
| 30D | +11.7% | +20.1% | -8.4% | +9.9% |
| 3M | +1.0% | +16.6% | -15.6% | -0.6% |
| 6M | +26.0% | +134.9% | -108.9% | +15.0% |
| YTD | +16.3% | +96.0% | -79.7% | +7.4% |
| 1Y | +9.6% | +203.8% | -194.1% | -3.7% |
| 3Y | +157.3% | +465.3% | -308.0% | +106.6% |
| All | +157.3% | +455.0% | -297.7% | +106.6% |
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 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