+211.3%
MCD vs VIG
+267.0%
-55.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.1% |
| 7D | +5.9% | +0.4% | +5.5% | +5.6% |
| 30D | +19.6% | +4.3% | +15.4% | +15.9% |
| 3M | +3.3% | +2.0% | +1.2% | +1.7% |
| 6M | +3.5% | +10.2% | -6.7% | -4.0% |
| YTD | -6.1% | +14.8% | -20.9% | -15.7% |
| 1Y | -3.7% | +17.5% | -21.1% | -15.1% |
| 3Y | +13.4% | +67.4% | -54.0% | -25.8% |
| 5Y | +25.2% | +63.4% | -38.2% | -17.0% |
| 10Y | +211.3% | +259.9% | -48.6% | +15.5% |
| All | +211.3% | +267.0% | -55.7% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling