+5,979.9%
MCD vs VFC
+845.1%
+5,134.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.0% |
| 7D | -2.8% | -1.6% | -1.2% | -2.6% |
| 30D | -6.0% | -11.6% | +5.6% | -3.9% |
| 3M | -5.6% | -18.1% | +12.5% | -2.7% |
| 6M | -21.9% | -27.4% | +5.5% | -18.1% |
| YTD | -14.7% | -24.8% | +10.1% | -11.5% |
| 1Y | -17.3% | -8.2% | -9.1% | -18.0% |
| 3Y | -2.2% | -29.1% | +27.0% | -7.8% |
| 5Y | +20.3% | -79.2% | +99.5% | +47.3% |
| 10Y | +180.7% | -68.1% | +248.8% | +194.4% |
| All | +5,979.9% | +845.1% | +5,134.8% | +2,787.4% |
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