+20.8%
MCD vs VNQ
+6.7%
+14.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +0.8% | -2.4% | -1.9% |
| 30D | +14.1% | +6.8% | +7.4% | +11.3% |
| 3M | +0.6% | -1.3% | +1.9% | +1.1% |
| 6M | 0.0% | +2.4% | -2.3% | -0.9% |
| YTD | -9.3% | +12.1% | -21.4% | -13.2% |
| 1Y | -9.3% | +12.0% | -21.3% | -13.2% |
| 3Y | +8.6% | +44.8% | -36.2% | -6.2% |
| All | +20.8% | +6.7% | +14.1% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling