+10.5%
MCD vs VFC
+39.5%
-29.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +7.1% | +11.2% | -4.1% | +6.7% |
| 30D | +19.8% | +41.5% | -21.7% | +18.3% |
| 3M | +0.8% | +38.9% | -38.1% | -0.4% |
| 6M | -1.3% | +6.1% | -7.5% | -1.8% |
| YTD | -7.8% | +14.5% | -22.3% | -8.5% |
| 1Y | -5.0% | +46.0% | -50.9% | -6.3% |
| 3Y | +10.5% | +36.4% | -25.8% | +6.2% |
| All | +10.5% | +39.5% | -29.0% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling