+177.5%
MCD vs VNQ
+62.8%
+114.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | -2.5% | -2.6% | +0.1% | -1.1% |
| 30D | -7.0% | -2.3% | -4.7% | -5.9% |
| 3M | -9.8% | -2.8% | -7.0% | -8.5% |
| 6M | -21.8% | +2.5% | -24.3% | -22.9% |
| YTD | -15.6% | +8.4% | -24.0% | -19.4% |
| 1Y | -15.2% | +6.8% | -21.9% | -18.3% |
| 3Y | -2.6% | +29.9% | -32.5% | -17.0% |
| 5Y | +18.9% | +7.2% | +11.7% | +11.5% |
| All | +177.5% | +62.8% | +114.7% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling