+6,475.2%
MCD vs VFC
+1,340.0%
+5,135.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +7.1% | +11.2% | -4.1% | +5.0% |
| 30D | +19.8% | +41.5% | -21.7% | +12.3% |
| 3M | +0.8% | +38.9% | -38.1% | -5.3% |
| 6M | -1.3% | +6.1% | -7.5% | -3.3% |
| YTD | -7.8% | +14.5% | -22.3% | -11.5% |
| 1Y | -5.0% | +46.0% | -50.9% | -13.2% |
| 3Y | +10.5% | +36.4% | -25.8% | -7.7% |
| 5Y | +22.0% | -67.5% | +89.5% | +37.5% |
| 10Y | +216.7% | -45.8% | +262.5% | +199.2% |
| All | +6,475.2% | +1,340.0% | +5,135.2% | +2,784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling