+165.8%
VXUS vs MKC
+183.4%
-17.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +2.3% | -7.3% | +9.6% | +4.5% |
| 30D | -2.2% | +4.0% | -6.2% | -3.5% |
| 3M | -5.4% | -11.5% | +6.0% | -2.5% |
| 6M | -1.2% | +1.1% | -2.3% | -2.8% |
| YTD | +10.4% | -29.9% | +40.3% | +21.0% |
| 1Y | +11.8% | -27.0% | +38.9% | +20.8% |
| 3Y | +68.4% | -22.3% | +90.7% | +74.4% |
| 5Y | +45.9% | -36.0% | +81.9% | +57.7% |
| 10Y | +144.7% | +24.2% | +120.6% | +79.0% |
| All | +165.8% | +183.4% | -17.5% | -3.6% |
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