+11.2%
MCD vs VCIT
+19.8%
-8.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | +8.0% | +0.5% | +7.6% | +7.6% |
| 30D | +19.6% | +2.1% | +17.5% | +17.5% |
| 3M | +2.2% | -1.6% | +3.8% | +3.4% |
| 6M | -1.1% | -1.6% | +0.4% | 0.0% |
| YTD | -7.2% | -1.5% | -5.7% | -6.1% |
| 1Y | -6.7% | -0.4% | -6.3% | -6.5% |
| All | +11.2% | +19.8% | -8.7% | -2.6% |
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