+713.3%
MPC vs VSXY
+101.4%
+611.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.1% |
| 7D | -8.8% | +10.2% | -19.0% | -9.7% |
| 30D | -14.4% | +33.6% | -48.0% | -16.8% |
| 3M | +21.9% | +10.8% | +11.2% | +20.3% |
| 6M | +60.1% | +130.5% | -70.4% | +44.6% |
| YTD | +142.3% | +104.4% | +37.9% | +119.9% |
| 1Y | +101.7% | +216.5% | -114.8% | +72.7% |
| 3Y | +184.8% | +465.9% | -281.1% | +114.7% |
| 5Y | +564.6% | +123.1% | +441.5% | +444.4% |
| All | +713.3% | +101.4% | +611.9% | +556.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling