+16.2%
MCD vs VLTO
+54.8%
-38.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +7.1% | +5.4% | +1.7% | +5.9% |
| 30D | +19.8% | +22.3% | -2.5% | +14.7% |
| 3M | +0.8% | +19.6% | -18.8% | -3.0% |
| 6M | -1.3% | +35.2% | -36.5% | -7.3% |
| YTD | -7.8% | +17.9% | -25.6% | -11.3% |
| 1Y | -5.0% | +19.5% | -24.5% | -8.9% |
| 3Y | +10.5% | +73.9% | -63.4% | +4.8% |
| All | +16.2% | +54.8% | -38.6% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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