+211.3%
MCD vs VO
+206.8%
+4.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -1.0% | +0.2% |
| 7D | +5.9% | -0.1% | +6.1% | +6.0% |
| 30D | +19.6% | +0.5% | +19.1% | +19.3% |
| 3M | +3.3% | -1.0% | +4.3% | +3.8% |
| 6M | +3.5% | +6.4% | -2.9% | -0.5% |
| YTD | -6.1% | +13.6% | -19.7% | -13.4% |
| 1Y | -3.7% | +14.5% | -18.1% | -11.6% |
| 3Y | +13.4% | +67.2% | -53.9% | -19.4% |
| 5Y | +25.2% | +36.1% | -10.9% | +0.8% |
| 10Y | +211.3% | +199.3% | +11.9% | +44.9% |
| All | +211.3% | +206.8% | +4.5% | +44.9% |
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