+211.3%
MCD vs VSH
+128.2%
+83.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +13.4% | -11.7% | +0.4% |
| 7D | +5.9% | +3.5% | +2.5% | +5.2% |
| 30D | +19.6% | -22.4% | +42.1% | +22.3% |
| 3M | +3.3% | -25.2% | +28.4% | +5.6% |
| 6M | +3.5% | -22.5% | +26.0% | +1.8% |
| YTD | -6.1% | +84.2% | -90.3% | -20.9% |
| 1Y | -3.7% | +87.1% | -90.7% | -19.2% |
| 3Y | +13.4% | +31.7% | -18.3% | -2.3% |
| 5Y | +25.2% | +42.6% | -17.4% | +2.8% |
| 10Y | +211.3% | +116.6% | +94.7% | +114.7% |
| All | +211.3% | +128.2% | +83.0% | +114.7% |
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