-33.1%
MKC vs VEU
+53.0%
-86.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.4% |
| 7D | -2.8% | -1.9% | -0.9% | -2.3% |
| 30D | -3.4% | -0.7% | -2.7% | -3.2% |
| 3M | +3.8% | +4.9% | -1.1% | +1.9% |
| 6M | -17.9% | +9.8% | -27.8% | -21.0% |
| YTD | -23.6% | +15.3% | -38.9% | -27.9% |
| 1Y | -23.1% | +23.0% | -46.1% | -29.4% |
| 3Y | -31.5% | +73.5% | -105.0% | -45.6% |
| 5Y | -33.1% | +54.5% | -87.6% | -48.2% |
| All | -33.1% | +53.0% | -86.1% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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