+178.1%
MCD vs VO
+194.4%
-16.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.8% | -0.3% | -2.6% | -2.7% |
| 30D | -6.0% | -0.3% | -5.7% | -5.9% |
| 3M | -5.6% | +2.9% | -8.5% | -7.4% |
| 6M | -21.9% | +9.3% | -31.2% | -26.1% |
| YTD | -14.7% | +14.2% | -28.9% | -21.6% |
| 1Y | -17.3% | +15.3% | -32.5% | -24.5% |
| 3Y | -2.2% | +56.2% | -58.4% | -27.3% |
| 5Y | +20.3% | +42.4% | -22.1% | -6.3% |
| All | +178.1% | +194.4% | -16.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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