+5,979.9%
MCD vs VMC
+3,246.6%
+2,733.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.8% | -4.3% | +1.5% | -1.9% |
| 30D | -6.0% | -8.2% | +2.2% | -4.3% |
| 3M | -5.6% | -7.0% | +1.5% | -4.4% |
| 6M | -21.9% | -10.8% | -11.1% | -20.3% |
| YTD | -14.7% | -7.4% | -7.3% | -13.9% |
| 1Y | -17.3% | -9.5% | -7.8% | -16.2% |
| 3Y | -2.2% | +20.5% | -22.6% | -8.0% |
| 5Y | +20.3% | +51.6% | -31.3% | +6.4% |
| 10Y | +180.7% | +150.0% | +30.7% | +114.0% |
| All | +5,979.9% | +3,246.6% | +2,733.3% | +2,473.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling