-3.2%
MCD vs VSXY
+210.1%
-213.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | +7.3% | +10.2% | -2.9% | +6.9% |
| 30D | +20.0% | +33.6% | -13.7% | +18.8% |
| 3M | +3.8% | +10.8% | -7.0% | +3.3% |
| 6M | +3.8% | +130.5% | -126.8% | +0.6% |
| YTD | -5.9% | +104.4% | -110.3% | -8.9% |
| 1Y | -3.2% | +216.5% | -219.8% | -8.3% |
| All | -3.2% | +210.1% | -213.4% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling