+1,691.3%
MCD vs VNQ
+399.1%
+1,292.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.7% |
| 3M | +0.6% | -1.3% | +1.9% | +1.1% |
| 6M | 0.0% | +2.4% | -2.3% | -0.7% |
| YTD | -9.3% | +12.1% | -21.4% | -12.7% |
| 1Y | -9.3% | +12.0% | -21.3% | -12.7% |
| 3Y | +8.6% | +44.8% | -36.2% | -4.7% |
| 5Y | +21.9% | +6.9% | +15.0% | +17.4% |
| 10Y | +202.8% | +82.9% | +119.9% | +145.2% |
| All | +1,691.3% | +399.1% | +1,292.2% | +854.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling