+2,162.4%
MCD vs VRSN
+7,159.8%
-4,997.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.7% |
| 7D | -1.9% | -1.2% | -0.7% | -1.8% |
| 30D | +16.6% | +3.8% | +12.9% | +16.2% |
| 3M | +0.9% | +9.5% | -8.6% | +0.1% |
| 6M | +1.5% | +10.3% | -8.8% | +0.4% |
| YTD | -8.3% | +30.5% | -38.8% | -10.9% |
| 1Y | -8.1% | +27.9% | -36.0% | -10.5% |
| 3Y | +10.3% | +54.3% | -44.0% | +5.3% |
| 5Y | +23.4% | +37.2% | -13.7% | +18.6% |
| 10Y | +205.9% | +293.1% | -87.1% | +170.2% |
| All | +2,162.4% | +7,159.8% | -4,997.3% | +1,250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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