+213.3%
MCD vs VSH
+117.5%
+95.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.1% |
| 7D | +7.3% | -1.6% | +8.9% | +7.2% |
| 30D | +20.0% | -21.3% | +41.3% | +22.4% |
| 3M | +3.8% | -18.9% | +22.7% | +5.1% |
| 6M | +3.8% | -21.4% | +25.2% | +1.9% |
| YTD | -5.9% | +86.8% | -92.7% | -20.8% |
| 1Y | -3.2% | +85.8% | -89.0% | -18.7% |
| 3Y | +13.3% | +30.1% | -16.9% | -1.8% |
| 5Y | +25.2% | +42.8% | -17.6% | +3.1% |
| 10Y | +213.3% | +121.2% | +92.1% | +115.8% |
| All | +213.3% | +117.5% | +95.8% | +115.8% |
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