+14.3%
MCD vs VLTO
+56.4%
-42.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | +14.1% | +17.5% | -3.4% | +10.2% |
| 3M | +0.6% | +21.4% | -20.8% | -3.5% |
| 6M | 0.0% | +38.1% | -38.1% | -6.5% |
| YTD | -9.3% | +19.0% | -28.3% | -12.9% |
| 1Y | -9.3% | +20.7% | -30.0% | -13.2% |
| 3Y | +8.6% | +64.3% | -55.7% | +2.6% |
| All | +14.3% | +56.4% | -42.1% | +6.8% |
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 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