+20.4%
MCD vs VSXY
+21.5%
-1.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.8% | -0.1% |
| 7D | -2.0% | -6.8% | +4.7% | -1.8% |
| 30D | -6.1% | -20.4% | +14.2% | -5.5% |
| 3M | -7.3% | +2.9% | -10.2% | -7.4% |
| 6M | -20.9% | +67.9% | -88.9% | -22.7% |
| YTD | -14.7% | +44.9% | -59.5% | -16.2% |
| 1Y | -16.1% | +205.9% | -222.0% | -19.9% |
| 3Y | -1.5% | +373.9% | -375.4% | -10.1% |
| 5Y | +20.4% | +23.5% | -3.0% | +17.8% |
| All | +20.4% | +21.5% | -1.1% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling