+25.2%
MCD vs VEA
+53.9%
-28.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.2% | +0.8% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | +19.6% | -0.7% | +20.3% | +19.9% |
| 3M | +3.3% | -3.9% | +7.1% | +4.5% |
| 6M | +3.5% | -0.6% | +4.0% | +3.3% |
| YTD | -6.1% | +12.9% | -19.0% | -11.0% |
| 1Y | -3.7% | +18.4% | -22.0% | -10.5% |
| 3Y | +13.4% | +75.3% | -61.9% | -11.0% |
| 5Y | +25.2% | +54.3% | -29.2% | +7.3% |
| All | +25.2% | +53.9% | -28.7% | +7.3% |
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