+1,913.8%
MCD vs VO
+822.0%
+1,091.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -0.2% | +7.5% | +7.4% |
| 30D | +20.0% | +0.5% | +19.5% | +19.6% |
| 3M | +3.8% | -1.1% | +4.9% | +4.4% |
| 6M | +3.8% | +6.4% | -2.6% | +0.1% |
| YTD | -5.9% | +13.5% | -19.4% | -12.4% |
| 1Y | -3.2% | +13.6% | -16.8% | -10.0% |
| 3Y | +13.3% | +65.2% | -51.9% | -15.1% |
| 5Y | +25.2% | +37.7% | -12.5% | +2.1% |
| 10Y | +213.3% | +198.4% | +15.0% | +65.6% |
| All | +1,913.8% | +822.0% | +1,091.8% | +448.0% |
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