+761.9%
MPC vs VSXY
+90.2%
+671.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.2% | +2.9% |
| 7D | +9.4% | -1.6% | +11.0% | +9.5% |
| 30D | -13.4% | +17.8% | -31.2% | -14.9% |
| 3M | +18.9% | +12.5% | +6.4% | +17.1% |
| 6M | +64.9% | +124.7% | -59.8% | +49.1% |
| YTD | +156.8% | +93.2% | +63.7% | +134.2% |
| 1Y | +113.2% | +195.6% | -82.5% | +83.6% |
| 3Y | +201.8% | +434.6% | -232.8% | +128.6% |
| 5Y | +601.4% | +103.3% | +498.0% | +478.5% |
| All | +761.9% | +90.2% | +671.7% | +598.7% |
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