+9.7%
MCD vs VO
+68.0%
-58.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.0% |
| 7D | -1.9% | +0.2% | -2.2% | -2.0% |
| 30D | +16.6% | +2.0% | +14.6% | +15.8% |
| 3M | +0.9% | -0.3% | +1.2% | +1.0% |
| 6M | +1.5% | +7.3% | -5.8% | -0.9% |
| YTD | -8.3% | +15.0% | -23.3% | -12.7% |
| 1Y | -8.1% | +14.7% | -22.8% | -12.5% |
| All | +9.7% | +68.0% | -58.2% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling