+150.1%
VXUS vs MKC
+26.7%
+123.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +0.3% | -4.3% | +4.6% | +1.2% |
| 30D | +0.7% | -3.1% | +3.8% | +1.2% |
| 3M | +4.8% | +6.8% | -2.1% | +2.8% |
| 6M | +11.3% | -18.3% | +29.7% | +15.9% |
| YTD | +16.5% | -23.1% | +39.6% | +22.6% |
| 1Y | +24.3% | -23.7% | +48.0% | +30.8% |
| 3Y | +74.5% | -31.0% | +105.5% | +86.5% |
| 5Y | +54.3% | -33.5% | +87.9% | +64.0% |
| 10Y | +150.1% | +30.3% | +119.8% | +122.9% |
| All | +150.1% | +26.7% | +123.4% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling