+600.1%
MCD vs VCLT
+102.7%
+497.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +5.9% | +1.2% | +4.7% | +5.7% |
| 30D | +19.6% | +3.4% | +16.3% | +19.0% |
| 3M | +3.3% | -0.9% | +4.1% | +3.4% |
| 6M | +3.5% | -3.1% | +6.6% | +4.0% |
| YTD | -6.1% | -2.4% | -3.8% | -5.7% |
| 1Y | -3.7% | -2.7% | -1.0% | -3.2% |
| 3Y | +13.4% | +16.9% | -3.5% | +10.8% |
| 5Y | +25.2% | -17.0% | +42.1% | +26.9% |
| 10Y | +211.3% | +22.1% | +189.1% | +223.4% |
| All | +600.1% | +102.7% | +497.4% | +731.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling