-3.2%
MCD vs VEU
+13.9%
-17.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | +7.3% | +0.5% | +6.8% | +7.2% |
| 30D | +20.0% | -2.3% | +22.2% | +20.0% |
| 3M | +3.8% | -4.4% | +8.2% | +3.9% |
| 6M | +3.8% | -2.2% | +5.9% | +3.7% |
| YTD | -5.9% | +10.9% | -16.8% | -8.4% |
| 1Y | -3.2% | +13.4% | -16.6% | -6.7% |
| All | -3.2% | +13.9% | -17.1% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling