-6.5%
MCD vs VG
-39.3%
+32.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | +1.7% | -4.5% | -2.8% |
| 30D | -6.0% | +16.0% | -22.0% | -5.5% |
| 3M | -5.6% | +9.7% | -15.3% | -5.1% |
| 6M | -21.9% | +29.6% | -51.4% | -20.9% |
| YTD | -14.7% | +112.0% | -126.7% | -12.9% |
| 1Y | -17.3% | +12.8% | -30.1% | -16.4% |
| All | -6.5% | -39.3% | +32.8% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling