+6,609.6%
MCD vs VFC
+1,367.6%
+5,242.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +7.3% | +3.5% | +3.8% | +6.6% |
| 30D | +20.0% | +38.3% | -18.3% | +12.9% |
| 3M | +3.8% | +40.2% | -36.4% | -2.6% |
| 6M | +3.8% | +10.6% | -6.9% | +0.9% |
| YTD | -5.9% | +16.7% | -22.6% | -10.0% |
| 1Y | -3.2% | +45.0% | -48.2% | -11.5% |
| 3Y | +13.3% | +48.8% | -35.5% | -7.2% |
| 5Y | +25.2% | -67.6% | +92.8% | +41.4% |
| 10Y | +213.3% | -47.5% | +260.9% | +198.6% |
| All | +6,609.6% | +1,367.6% | +5,242.0% | +2,833.4% |
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