+678.6%
MPC vs VSXY
+21.5%
+657.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.6% | +1.9% |
| 7D | +3.9% | -6.8% | +10.6% | +4.5% |
| 30D | +33.8% | -20.4% | +54.1% | +36.5% |
| 3M | +49.9% | +2.9% | +47.0% | +48.6% |
| 6M | +80.9% | +67.9% | +13.0% | +67.2% |
| YTD | +147.4% | +44.9% | +102.6% | +131.9% |
| 1Y | +123.2% | +205.9% | -82.7% | +88.1% |
| 3Y | +171.7% | +373.9% | -202.1% | +102.4% |
| 5Y | +678.6% | +23.5% | +655.1% | +605.9% |
| All | +678.6% | +21.5% | +657.1% | +605.9% |
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