+9.0%
MCD vs VIK
+233.3%
-224.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +19.6% | +6.8% | +12.8% | +19.2% |
| 3M | +3.3% | -17.6% | +20.9% | +4.2% |
| 6M | +3.5% | +5.4% | -2.0% | +2.8% |
| YTD | -6.1% | +22.1% | -28.2% | -7.7% |
| 1Y | -3.7% | +49.3% | -53.0% | -6.2% |
| All | +9.0% | +233.3% | -224.4% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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