+536.1%
MCD vs VCIT
+98.3%
+437.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -6.0% | -0.8% | -5.3% | -5.8% |
| 3M | -5.6% | -1.0% | -4.6% | -5.3% |
| 6M | -21.9% | -1.8% | -20.0% | -21.4% |
| YTD | -14.7% | -0.7% | -14.0% | -14.5% |
| 1Y | -17.3% | +1.0% | -18.2% | -17.5% |
| 3Y | -2.2% | +18.8% | -21.0% | -6.7% |
| 5Y | +20.3% | +3.5% | +16.8% | +17.3% |
| 10Y | +180.7% | +29.2% | +151.5% | +181.6% |
| All | +536.1% | +98.3% | +437.8% | +662.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling