+180.0%
MCD vs VCLT
+15.5%
+164.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -6.1% | -0.6% | -5.6% | -6.0% |
| 3M | -7.3% | -2.2% | -5.0% | -6.6% |
| 6M | -20.9% | -2.9% | -18.0% | -20.3% |
| YTD | -14.7% | -2.1% | -12.6% | -14.2% |
| 1Y | -16.1% | -2.6% | -13.5% | -15.5% |
| 3Y | -1.5% | +12.5% | -14.0% | -5.2% |
| 5Y | +20.4% | -15.3% | +35.7% | +26.2% |
| 10Y | +180.0% | +16.6% | +163.4% | +186.7% |
| All | +180.0% | +15.5% | +164.5% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling