-5.0%
MCD vs VCIT
-0.9%
-4.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +7.1% | +0.1% | +7.0% | +6.9% |
| 30D | +19.8% | +1.9% | +17.9% | +17.5% |
| 3M | +0.8% | -1.4% | +2.3% | +1.4% |
| 6M | -1.3% | -2.1% | +0.8% | 0.0% |
| YTD | -7.8% | -1.6% | -6.1% | -6.3% |
| 1Y | -5.0% | -0.9% | -4.0% | -5.4% |
| All | -5.0% | -0.9% | -4.1% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 1y: compounded portfolio wealth divided by compounded VCIT 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…
1y analysis · Full analysis span regression · 6 months rolling