+180.0%
MCD vs VIG
+240.3%
-60.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | -2.0% | -0.4% | -1.6% | -1.7% |
| 30D | -6.1% | -2.1% | -4.1% | -4.6% |
| 3M | -7.3% | +3.3% | -10.6% | -9.6% |
| 6M | -20.9% | +9.3% | -30.2% | -26.2% |
| YTD | -14.7% | +10.1% | -24.8% | -21.0% |
| 1Y | -16.1% | +14.7% | -30.8% | -24.8% |
| 3Y | -1.5% | +56.9% | -58.4% | -32.1% |
| 5Y | +20.4% | +62.9% | -42.5% | -20.4% |
| 10Y | +180.0% | +241.3% | -61.3% | +3.1% |
| All | +180.0% | +240.3% | -60.3% | +3.1% |
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