-1.2%
MCD vs VEU
+77.5%
-78.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | -2.8% | +1.1% | -4.0% | -3.1% |
| 30D | -6.0% | +2.2% | -8.2% | -6.5% |
| 3M | -5.6% | +3.0% | -8.6% | -6.3% |
| 6M | -21.9% | +10.9% | -32.7% | -24.3% |
| YTD | -14.7% | +18.2% | -32.9% | -19.2% |
| 1Y | -17.3% | +28.3% | -45.5% | -23.9% |
| All | -1.2% | +77.5% | -78.8% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling