+16.8%
MCD vs VLTO
+54.1%
-37.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +8.0% | +12.0% | -4.0% | +5.4% |
| 30D | +19.6% | +20.8% | -1.2% | +14.9% |
| 3M | +2.2% | +20.1% | -17.9% | -1.8% |
| 6M | -1.1% | +32.6% | -33.8% | -6.8% |
| YTD | -7.2% | +17.3% | -24.6% | -10.7% |
| 1Y | -6.7% | +17.3% | -24.0% | -10.2% |
| 3Y | +11.6% | +66.9% | -55.3% | +5.8% |
| All | +16.8% | +54.1% | -37.3% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling