+9.3%
MCD vs VFC
+45.3%
-36.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.5% | -0.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | +16.0% | +24.6% | -8.6% | +15.1% |
| 3M | 0.0% | +38.4% | -38.5% | -1.2% |
| 6M | +0.9% | +15.3% | -14.3% | +0.3% |
| YTD | -8.7% | +12.7% | -21.5% | -9.4% |
| 1Y | -8.6% | +32.7% | -41.2% | -9.7% |
| All | +9.3% | +45.3% | -36.0% | +5.6% |
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 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