+587.9%
MCD vs VCLT
+102.2%
+485.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +7.1% | +0.3% | +6.9% | +7.1% |
| 30D | +19.8% | +3.7% | +16.1% | +19.1% |
| 3M | +0.8% | -1.0% | +1.8% | +1.0% |
| 6M | -1.3% | -3.4% | +2.0% | -0.8% |
| YTD | -7.8% | -2.6% | -5.1% | -7.4% |
| 1Y | -5.0% | -3.3% | -1.7% | -4.4% |
| 3Y | +10.5% | +17.3% | -6.8% | +8.0% |
| 5Y | +22.0% | -17.0% | +39.0% | +23.7% |
| 10Y | +216.7% | +18.1% | +198.5% | +227.3% |
| All | +587.9% | +102.2% | +485.7% | +717.7% |
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 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