-3.9%
MCD vs VIG
+19.5%
-23.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.1% | +4.4% | +5.0% |
| 7D | +11.9% | +2.7% | +9.1% | +9.8% |
| 30D | +20.2% | +7.0% | +13.2% | +15.4% |
| 3M | +5.2% | +4.0% | +1.2% | +2.4% |
| 6M | 0.0% | +12.3% | -12.3% | -6.3% |
| YTD | -6.5% | +16.4% | -22.9% | -14.4% |
| 1Y | -3.9% | +19.2% | -23.2% | -14.5% |
| All | -3.9% | +19.5% | -23.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling