+25.7%
MMM vs VSXY
+15.5%
+10.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.6% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | -10.7% | -22.1% | +11.4% | -8.3% |
| 3M | +4.3% | -1.1% | +5.4% | +4.0% |
| 6M | +5.9% | +53.8% | -47.9% | -1.4% |
| YTD | +3.2% | +35.5% | -32.3% | -2.9% |
| 1Y | +8.0% | +186.0% | -178.0% | -8.8% |
| 3Y | +99.1% | +343.2% | -244.1% | +47.0% |
| 5Y | +25.7% | +19.0% | +6.7% | +8.2% |
| All | +25.7% | +15.5% | +10.2% | +8.2% |
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 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