+20.8%
MCD vs VFC
-68.3%
+89.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -0.8% |
| 7D | -1.6% | +1.6% | -3.3% | -1.7% |
| 30D | +14.1% | +25.5% | -11.4% | +12.7% |
| 3M | +0.6% | +41.3% | -40.7% | -1.3% |
| 6M | 0.0% | +22.2% | -22.2% | -1.3% |
| YTD | -9.3% | +16.4% | -25.7% | -10.4% |
| 1Y | -9.3% | +38.4% | -47.7% | -11.3% |
| 3Y | +8.6% | +56.2% | -47.6% | +1.3% |
| All | +20.8% | -68.3% | +89.1% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling