+20.4%
MCD vs VEA
+61.6%
-41.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -2.0% | +1.9% | -3.9% | -2.6% |
| 30D | -6.1% | +0.8% | -6.9% | -6.4% |
| 3M | -7.3% | +5.7% | -12.9% | -9.2% |
| 6M | -20.9% | +13.3% | -34.2% | -24.8% |
| YTD | -14.7% | +18.4% | -33.1% | -20.4% |
| 1Y | -16.1% | +27.0% | -43.1% | -23.9% |
| 3Y | -1.5% | +79.3% | -80.8% | -23.0% |
| 5Y | +20.4% | +62.1% | -41.7% | -0.1% |
| All | +20.4% | +61.6% | -41.1% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 5y: compounded portfolio wealth divided by compounded VEA 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…
5y analysis · Full analysis span regression · 6 months rolling