+211.7%
MCD vs VSH
+95.6%
+116.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.3% | -1.1% |
| 7D | +7.1% | -12.9% | +20.1% | +8.4% |
| 30D | +19.8% | -36.9% | +56.6% | +25.2% |
| 3M | +0.8% | -28.8% | +29.6% | +3.5% |
| 6M | -1.3% | -30.3% | +29.0% | -2.0% |
| YTD | -7.8% | +62.4% | -70.1% | -21.2% |
| 1Y | -5.0% | +62.5% | -67.5% | -19.0% |
| 3Y | +10.5% | +7.4% | +3.2% | -1.5% |
| 5Y | +22.0% | +25.4% | -3.5% | +1.6% |
| All | +211.7% | +95.6% | +116.1% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling