+597.1%
MCD vs VCIT
+96.2%
+500.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.3% |
| 7D | +11.9% | +0.4% | +11.4% | +11.7% |
| 30D | +20.2% | +2.2% | +18.1% | +19.4% |
| 3M | +5.2% | -1.8% | +7.0% | +5.8% |
| 6M | 0.0% | -1.6% | +1.6% | +0.5% |
| YTD | -6.5% | -1.7% | -4.8% | -6.0% |
| 1Y | -3.9% | -0.8% | -3.1% | -3.7% |
| 3Y | +12.5% | +19.3% | -6.8% | +7.2% |
| 5Y | +24.2% | +3.5% | +20.7% | +21.4% |
| 10Y | +220.9% | +28.6% | +192.3% | +223.5% |
| All | +597.1% | +96.2% | +500.9% | +739.0% |
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 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