+22.6%
MCD vs VCIT
+3.7%
+19.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +8.0% | +0.5% | +7.6% | +7.8% |
| 30D | +19.6% | +2.1% | +17.5% | +18.3% |
| 3M | +2.2% | -1.6% | +3.8% | +3.0% |
| 6M | -1.1% | -1.6% | +0.4% | -0.3% |
| YTD | -7.2% | -1.5% | -5.7% | -6.5% |
| 1Y | -6.7% | -0.4% | -6.3% | -6.5% |
| 3Y | +11.6% | +19.6% | -8.0% | +3.0% |
| 5Y | +22.6% | +3.3% | +19.4% | +13.3% |
| All | +22.6% | +3.7% | +19.0% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling