+6,475.2%
MCD vs VMC
+3,502.6%
+2,972.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.1% |
| 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% | -8.3% |
| 1Y | -5.0% | -0.5% | -4.4% | -5.6% |
| 3Y | +10.5% | +39.6% | -29.0% | +0.9% |
| 5Y | +22.0% | +50.1% | -28.1% | +8.2% |
| 10Y | +216.7% | +163.9% | +52.7% | +138.8% |
| All | +6,475.2% | +3,502.6% | +2,972.6% | +2,639.7% |
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