+1.6%
MCD vs VG
-51.4%
+53.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.9% |
| 7D | +8.0% | -22.0% | +30.0% | +7.1% |
| 30D | +19.6% | -14.7% | +34.3% | +19.0% |
| 3M | +2.2% | -7.1% | +9.3% | +2.0% |
| 6M | -1.1% | -11.2% | +10.0% | -1.2% |
| YTD | -7.2% | +69.8% | -77.1% | -5.9% |
| 1Y | -6.7% | +49.9% | -56.6% | -5.6% |
| All | +1.6% | -51.4% | +53.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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