+1,213.2%
MCD vs VIG
+623.5%
+589.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.5% |
| 30D | -6.0% | -1.0% | -5.1% | -5.4% |
| 3M | -5.6% | +2.8% | -8.3% | -7.5% |
| 6M | -21.9% | +8.2% | -30.0% | -26.3% |
| YTD | -14.7% | +11.0% | -25.7% | -21.2% |
| 1Y | -17.3% | +16.1% | -33.4% | -26.1% |
| 3Y | -2.2% | +56.2% | -58.3% | -30.6% |
| 5Y | +20.3% | +63.0% | -42.7% | -18.1% |
| 10Y | +180.7% | +241.4% | -60.7% | +10.7% |
| All | +1,213.2% | +623.5% | +589.7% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling