-32.6%
MKC vs VSXY
+37.7%
-70.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.7% |
| 7D | -4.3% | -10.7% | +6.4% | -3.9% |
| 30D | -3.1% | -24.3% | +21.2% | -2.2% |
| 3M | +6.8% | +1.0% | +5.8% | +6.7% |
| 6M | -18.3% | +57.4% | -75.7% | -20.1% |
| YTD | -23.1% | +39.8% | -62.8% | -24.4% |
| 1Y | -23.7% | +196.5% | -220.2% | -27.5% |
| 3Y | -31.0% | +357.2% | -388.3% | -37.5% |
| 5Y | -33.5% | +18.9% | -52.4% | -37.3% |
| All | -32.6% | +37.7% | -70.3% | -36.4% |
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