+1,724.8%
MCD vs VO
+827.2%
+897.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 6M | -21.9% | +9.3% | -31.2% | -25.7% |
| YTD | -14.7% | +14.2% | -28.9% | -20.9% |
| 1Y | -17.3% | +15.3% | -32.5% | -23.7% |
| 3Y | -2.2% | +56.2% | -58.4% | -24.5% |
| 5Y | +20.3% | +42.4% | -22.1% | -3.8% |
| 10Y | +180.7% | +194.7% | -14.0% | +49.2% |
| All | +1,724.8% | +827.2% | +897.6% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling