+19.1%
MCD vs VNQ
+6.5%
+12.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.9% | -0.9% | -2.0% | -2.5% |
| 30D | -6.7% | -2.2% | -4.5% | -5.9% |
| 3M | -9.6% | -1.9% | -7.6% | -8.9% |
| 6M | -22.3% | +3.2% | -25.5% | -23.3% |
| YTD | -15.4% | +9.4% | -24.8% | -18.3% |
| 1Y | -16.8% | +7.5% | -24.3% | -19.1% |
| 3Y | -2.4% | +31.1% | -33.5% | -12.3% |
| All | +19.1% | +6.5% | +12.6% | +18.0% |
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