+183.8%
VXUS vs MKC
+214.6%
-30.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +1.0% | -5.9% | +6.9% | +2.8% |
| 30D | +2.2% | -0.9% | +3.1% | +2.3% |
| 3M | +3.0% | +12.7% | -9.8% | -1.4% |
| 6M | +10.7% | -19.3% | +30.0% | +17.2% |
| YTD | +17.8% | -22.2% | +40.0% | +25.7% |
| 1Y | +27.6% | -23.3% | +50.9% | +36.3% |
| 3Y | +73.3% | -30.0% | +103.3% | +88.0% |
| 5Y | +54.3% | -33.8% | +88.1% | +67.0% |
| 10Y | +149.8% | +24.4% | +125.4% | +89.2% |
| All | +183.8% | +214.6% | -30.8% | +0.2% |
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