+193.4%
MCD vs VCLT
+21.5%
+171.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | -2.3% | +0.6% | -0.9% |
| 30D | +14.1% | +0.8% | +13.4% | +13.9% |
| 3M | +0.6% | -2.7% | +3.3% | +1.5% |
| 6M | 0.0% | -4.3% | +4.3% | +1.4% |
| YTD | -9.3% | -4.3% | -5.0% | -8.0% |
| 1Y | -9.3% | -4.4% | -4.9% | -8.1% |
| 3Y | +8.6% | +13.8% | -5.2% | +4.3% |
| 5Y | +21.9% | -17.0% | +38.9% | +28.7% |
| All | +193.4% | +21.5% | +171.9% | +198.0% |
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