+178.1%
MCD vs VXUS
+146.3%
+31.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.8% |
| 7D | -2.8% | +1.0% | -3.8% | -3.4% |
| 30D | -6.0% | +2.2% | -8.2% | -7.2% |
| 3M | -5.6% | +3.0% | -8.5% | -7.6% |
| 6M | -21.9% | +10.7% | -32.5% | -27.0% |
| YTD | -14.7% | +17.8% | -32.5% | -23.5% |
| 1Y | -17.3% | +27.6% | -44.8% | -29.5% |
| 3Y | -2.2% | +73.3% | -75.5% | -32.4% |
| 5Y | +20.3% | +54.3% | -34.0% | -10.2% |
| All | +178.1% | +146.3% | +31.8% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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