+165.8%
VXUS vs MKC
+186.7%
-20.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +2.1% | -3.0% | +5.1% | +3.0% |
| 30D | -1.1% | +4.8% | -5.9% | -2.7% |
| 3M | -5.6% | -12.8% | +7.2% | -2.2% |
| 6M | -2.3% | +5.0% | -7.3% | -4.8% |
| YTD | +10.4% | -29.1% | +39.4% | +20.5% |
| 1Y | +13.1% | -26.4% | +39.4% | +21.8% |
| 3Y | +68.0% | -21.6% | +89.6% | +73.5% |
| 5Y | +45.8% | -35.2% | +81.1% | +57.1% |
| 10Y | +144.7% | +25.6% | +119.0% | +78.4% |
| All | +165.8% | +186.7% | -20.9% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling