+31.0%
MCD vs VSXY
+90.2%
-59.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.3% | -0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -1.5% |
| 30D | +16.0% | +17.8% | -1.8% | +15.5% |
| 3M | 0.0% | +12.5% | -12.5% | -0.5% |
| 6M | +0.9% | +124.7% | -123.8% | -1.7% |
| YTD | -8.7% | +93.2% | -101.9% | -10.9% |
| 1Y | -8.6% | +195.6% | -204.2% | -11.9% |
| 3Y | +9.9% | +434.6% | -424.8% | +2.3% |
| 5Y | +22.6% | +103.3% | -80.7% | +17.8% |
| All | +31.0% | +90.2% | -59.2% | +28.0% |
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