-3.9%
MCD vs VMC
+3.7%
-7.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.6% | +1.9% | +5.6% |
| 7D | +11.9% | +12.3% | -0.5% | +9.5% |
| 30D | +20.2% | +21.2% | -1.0% | +16.5% |
| 3M | +5.2% | +4.6% | +0.6% | +3.7% |
| 6M | 0.0% | +3.9% | -3.9% | -1.2% |
| YTD | -6.5% | +5.0% | -11.5% | -7.7% |
| 1Y | -3.9% | +2.6% | -6.6% | -5.1% |
| All | -3.9% | +3.7% | -7.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling