+359.0%
MCK vs VSXY
+37.5%
+321.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | +0.1% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +0.4% | -18.7% | +19.1% | +0.3% |
| 3M | +12.1% | -4.0% | +16.1% | +12.1% |
| 6M | -5.4% | +67.5% | -72.9% | -5.2% |
| YTD | +7.8% | +39.7% | -31.9% | +8.0% |
| 1Y | +22.9% | +180.0% | -157.0% | +23.7% |
| 3Y | +110.7% | +337.3% | -226.6% | +110.4% |
| 5Y | +346.2% | +22.7% | +323.5% | +361.7% |
| All | +359.0% | +37.5% | +321.4% | +376.5% |
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