+13.4%
MCD vs VSXY
+522.0%
-508.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +1.7% |
| 7D | +5.9% | +15.2% | -9.2% | +5.7% |
| 30D | +19.6% | +37.0% | -17.3% | +19.0% |
| 3M | +3.3% | +15.2% | -11.9% | +2.9% |
| 6M | +3.5% | +136.3% | -132.8% | +1.9% |
| YTD | -6.1% | +109.6% | -115.7% | -7.4% |
| 1Y | -3.7% | +223.7% | -227.4% | -5.5% |
| 3Y | +13.4% | +516.3% | -502.9% | +11.0% |
| All | +13.4% | +522.0% | -508.7% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling