+180.0%
MCD vs LVS
+1.0%
+179.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -6.1% | -3.9% | -2.2% | -5.6% |
| 3M | -7.3% | -12.9% | +5.6% | -5.4% |
| 6M | -20.9% | -16.9% | -4.0% | -19.0% |
| YTD | -14.7% | -31.2% | +16.6% | -10.4% |
| 1Y | -16.1% | -16.4% | +0.3% | -14.8% |
| 3Y | -1.5% | -4.4% | +2.9% | -3.6% |
| 5Y | +20.4% | +6.7% | +13.8% | +11.6% |
| 10Y | +180.0% | +1.4% | +178.6% | +157.3% |
| All | +180.0% | +1.0% | +179.0% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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