+205.9%
MCD vs VO
+202.1%
+3.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.4% |
| 7D | -1.9% | +0.2% | -2.2% | -2.1% |
| 30D | +16.6% | +2.0% | +14.6% | +15.2% |
| 3M | +0.9% | -0.3% | +1.2% | +1.0% |
| 6M | +1.5% | +7.3% | -5.8% | -3.0% |
| YTD | -8.3% | +15.0% | -23.3% | -16.1% |
| 1Y | -8.1% | +14.7% | -22.8% | -15.8% |
| 3Y | +10.3% | +67.3% | -57.0% | -21.5% |
| 5Y | +23.4% | +38.8% | -15.4% | -1.9% |
| 10Y | +205.9% | +201.6% | +4.4% | +42.4% |
| All | +205.9% | +202.1% | +3.8% | +42.4% |
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