+22.4%
MCD vs VSXY
+37.4%
-15.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.6% |
| 7D | -2.8% | -14.0% | +11.2% | -2.5% |
| 30D | -6.0% | -15.9% | +9.9% | -5.6% |
| 3M | -5.6% | +3.4% | -9.0% | -5.8% |
| 6M | -21.9% | +25.9% | -47.8% | -22.7% |
| YTD | -14.7% | +39.5% | -54.2% | -15.9% |
| 1Y | -17.3% | +194.4% | -211.6% | -20.3% |
| 3Y | -2.2% | +281.4% | -283.6% | -8.2% |
| 5Y | +20.3% | +12.8% | +7.5% | +15.5% |
| All | +22.4% | +37.4% | -15.0% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling