+1,320.2%
MCD vs VIG
+630.3%
+689.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +7.1% | -1.8% | +8.9% | +8.6% |
| 30D | +19.8% | +2.7% | +17.1% | +17.5% |
| 3M | +0.8% | 0.0% | +0.8% | +0.9% |
| 6M | -1.3% | +6.8% | -8.1% | -5.9% |
| YTD | -7.8% | +12.1% | -19.8% | -15.3% |
| 1Y | -5.0% | +14.8% | -19.8% | -14.3% |
| 3Y | +10.5% | +62.4% | -51.9% | -23.8% |
| 5Y | +22.0% | +59.6% | -37.6% | -15.4% |
| 10Y | +216.7% | +261.5% | -44.8% | +20.0% |
| All | +1,320.2% | +630.3% | +689.8% | +199.1% |
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 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