+910.8%
MCD vs VEU
+192.1%
+718.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.8% |
| 7D | -2.8% | +1.1% | -4.0% | -3.4% |
| 30D | -6.0% | +2.2% | -8.2% | -7.0% |
| 3M | -5.6% | +3.0% | -8.6% | -7.2% |
| 6M | -21.9% | +10.9% | -32.7% | -26.1% |
| YTD | -14.7% | +18.2% | -32.9% | -21.9% |
| 1Y | -17.3% | +28.3% | -45.5% | -27.2% |
| 3Y | -2.2% | +74.6% | -76.8% | -26.4% |
| 5Y | +20.3% | +56.4% | -36.1% | -5.3% |
| 10Y | +180.7% | +153.0% | +27.7% | +75.1% |
| All | +910.8% | +192.1% | +718.6% | +435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling