+319.6%
MKC vs VEU
+190.9%
+128.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.3% | +1.7% | -6.0% | -5.0% |
| 30D | -2.0% | +1.0% | -3.0% | -2.5% |
| 3M | +10.0% | +5.6% | +4.4% | +7.1% |
| 6M | -18.5% | +13.7% | -32.2% | -23.5% |
| YTD | -22.4% | +17.7% | -40.1% | -28.3% |
| 1Y | -23.6% | +25.8% | -49.4% | -31.5% |
| 3Y | -30.4% | +77.1% | -107.6% | -46.4% |
| 5Y | -34.2% | +57.1% | -91.3% | -47.1% |
| 10Y | +26.8% | +149.8% | -123.0% | -18.0% |
| All | +319.6% | +190.9% | +128.6% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling