+2,005.1%
MCD vs VRSN
+6,651.0%
-4,645.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -6.0% | -0.2% | -5.9% | -6.0% |
| 3M | -5.6% | -0.3% | -5.3% | -5.6% |
| 6M | -21.9% | +23.0% | -44.8% | -23.5% |
| YTD | -14.7% | +21.3% | -36.0% | -16.5% |
| 1Y | -17.3% | +6.7% | -24.0% | -18.0% |
| 3Y | -2.2% | +45.0% | -47.1% | -6.0% |
| 5Y | +20.3% | +35.0% | -14.7% | +15.7% |
| 10Y | +180.7% | +276.3% | -95.6% | +149.1% |
| All | +2,005.1% | +6,651.0% | -4,645.9% | +1,165.3% |
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