+730.4%
MPC vs VSXY
+42.7%
+687.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.6% | +1.9% |
| 7D | +3.9% | -6.8% | +10.6% | +4.4% |
| 30D | +33.8% | -20.4% | +54.1% | +36.4% |
| 3M | +49.9% | +2.9% | +47.0% | +48.6% |
| 6M | +80.9% | +67.9% | +13.0% | +67.7% |
| YTD | +147.4% | +44.9% | +102.6% | +132.4% |
| 1Y | +123.2% | +205.9% | -82.7% | +89.6% |
| 3Y | +171.7% | +373.9% | -202.1% | +106.3% |
| 5Y | +678.6% | +23.5% | +655.1% | +568.0% |
| All | +730.4% | +42.7% | +687.8% | +593.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling