+591.7%
MCD vs VCIT
+96.6%
+495.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +8.0% | +0.5% | +7.6% | +7.9% |
| 30D | +19.6% | +2.1% | +17.5% | +18.8% |
| 3M | +2.2% | -1.6% | +3.8% | +2.7% |
| 6M | -1.1% | -1.6% | +0.4% | -0.7% |
| YTD | -7.2% | -1.5% | -5.7% | -6.8% |
| 1Y | -6.7% | -0.4% | -6.3% | -6.6% |
| 3Y | +11.6% | +19.6% | -8.0% | +6.3% |
| 5Y | +22.6% | +3.3% | +19.4% | +19.8% |
| 10Y | +218.4% | +28.9% | +189.5% | +220.7% |
| All | +591.7% | +96.6% | +495.0% | +731.8% |
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