+22.7%
MCD vs VMC
+42.5%
-19.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | +7.1% | +0.5% | +6.6% | +7.0% |
| 30D | +19.8% | +15.8% | +4.0% | +16.3% |
| 3M | +0.8% | +0.6% | +0.2% | +0.6% |
| 6M | -1.3% | -4.0% | +2.7% | -0.8% |
| YTD | -7.8% | -0.3% | -7.4% | -8.4% |
| 1Y | -5.0% | -0.5% | -4.4% | -5.6% |
| 3Y | +10.5% | +39.6% | -29.0% | -0.7% |
| All | +22.7% | +42.5% | -19.7% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling