-1.5%
MCD vs VCIT
+19.1%
-20.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -0.3% | -2.5% | -2.6% |
| 30D | -6.0% | -0.8% | -5.3% | -5.5% |
| 3M | -5.6% | -1.0% | -4.6% | -4.9% |
| 6M | -21.9% | -1.8% | -20.0% | -20.7% |
| YTD | -14.7% | -0.7% | -14.0% | -14.2% |
| 1Y | -17.3% | +1.0% | -18.2% | -17.9% |
| All | -1.5% | +19.1% | -20.6% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling