+181.3%
MCD vs VEU
+150.1%
+31.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -6.7% | +0.7% | -7.4% | -7.1% |
| 3M | -9.6% | +4.7% | -14.2% | -12.2% |
| 6M | -22.3% | +11.6% | -33.9% | -27.9% |
| YTD | -15.4% | +16.8% | -32.2% | -23.8% |
| 1Y | -16.8% | +24.9% | -41.7% | -28.2% |
| 3Y | -2.4% | +75.7% | -78.1% | -33.2% |
| 5Y | +19.4% | +56.1% | -36.8% | -11.8% |
| 10Y | +181.3% | +153.6% | +27.7% | +49.5% |
| All | +181.3% | +150.1% | +31.2% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling