+17.8%
MCD vs VLTO
+54.7%
-37.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.4% |
| 7D | +11.9% | +13.8% | -2.0% | +8.8% |
| 30D | +20.2% | +21.2% | -0.9% | +15.4% |
| 3M | +5.2% | +21.5% | -16.3% | +0.9% |
| 6M | 0.0% | +33.0% | -33.0% | -5.8% |
| YTD | -6.5% | +17.8% | -24.3% | -10.1% |
| 1Y | -3.9% | +18.1% | -22.1% | -7.7% |
| 3Y | +12.5% | +67.6% | -55.1% | +6.6% |
| All | +17.8% | +54.7% | -37.0% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling