-1.5%
MCD vs VGT
+126.0%
-127.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.0% | +1.8% | -3.9% | -2.0% |
| 30D | -6.1% | -0.3% | -5.8% | -6.1% |
| 3M | -7.3% | +3.4% | -10.6% | -7.2% |
| 6M | -20.9% | +35.0% | -55.9% | -21.6% |
| YTD | -14.7% | +28.8% | -43.4% | -15.3% |
| 1Y | -16.1% | +38.0% | -54.1% | -17.2% |
| 3Y | -1.5% | +125.8% | -127.3% | -12.0% |
| All | -1.5% | +126.0% | -127.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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