-8.6%
MCD vs VCLT
-4.8%
-3.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.3% |
| 7D | -1.6% | -1.9% | +0.3% | -0.5% |
| 30D | +16.0% | +1.4% | +14.6% | +15.4% |
| 3M | 0.0% | -1.8% | +1.7% | +0.6% |
| 6M | +0.9% | -3.9% | +4.9% | +2.1% |
| YTD | -8.7% | -3.9% | -4.8% | -7.0% |
| 1Y | -8.6% | -4.7% | -3.8% | -6.4% |
| All | -8.6% | -4.8% | -3.8% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling