+21.4%
MCD vs VSXY
+37.7%
-16.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.8% |
| 7D | -2.9% | -10.7% | +7.9% | -2.6% |
| 30D | -6.7% | -24.3% | +17.5% | -6.1% |
| 3M | -9.6% | +1.0% | -10.6% | -9.7% |
| 6M | -22.3% | +57.4% | -79.7% | -23.6% |
| YTD | -15.4% | +39.8% | -55.2% | -16.7% |
| 1Y | -16.8% | +196.5% | -213.3% | -19.9% |
| 3Y | -2.4% | +357.2% | -359.6% | -9.1% |
| 5Y | +19.4% | +18.9% | +0.5% | +14.8% |
| All | +21.4% | +37.7% | -16.3% | +19.7% |
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