-32.5%
MKC vs VSXY
+22.6%
-55.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | +0.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -3.1% | -18.7% | +15.6% | -2.4% |
| 3M | +5.2% | -4.0% | +9.2% | +5.3% |
| 6M | -12.8% | +67.5% | -80.3% | -15.0% |
| YTD | -23.3% | +39.7% | -62.9% | -24.7% |
| 1Y | -24.1% | +180.0% | -204.1% | -28.0% |
| 3Y | -32.1% | +337.3% | -369.4% | -39.0% |
| All | -32.5% | +22.6% | -55.1% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling