+211.3%
MCD vs VFC
-44.8%
+256.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.4% |
| 7D | +5.9% | +7.7% | -1.7% | +5.0% |
| 30D | +19.6% | +39.2% | -19.6% | +14.7% |
| 3M | +3.3% | +40.3% | -37.0% | -1.2% |
| 6M | +3.5% | +11.4% | -7.9% | +1.5% |
| YTD | -6.1% | +17.5% | -23.6% | -9.0% |
| 1Y | -3.7% | +45.9% | -49.5% | -9.4% |
| 3Y | +13.4% | +47.3% | -34.0% | -2.3% |
| 5Y | +25.2% | -67.2% | +92.4% | +53.9% |
| 10Y | +211.3% | -46.1% | +257.3% | +231.6% |
| All | +211.3% | -44.8% | +256.0% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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