+205.9%
MCD vs VSH
+141.4%
+64.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.8% | -11.4% | -3.5% |
| 7D | -1.9% | +12.8% | -14.7% | -3.4% |
| 30D | +16.6% | -9.0% | +25.6% | +17.1% |
| 3M | +0.9% | -12.2% | +13.1% | +1.3% |
| 6M | +1.5% | -15.9% | +17.4% | -1.0% |
| YTD | -8.3% | +103.2% | -111.6% | -23.6% |
| 1Y | -8.1% | +108.4% | -116.6% | -23.9% |
| 3Y | +10.3% | +41.6% | -31.2% | -5.3% |
| 5Y | +23.4% | +54.6% | -31.2% | +0.7% |
| 10Y | +205.9% | +138.2% | +67.8% | +109.2% |
| All | +205.9% | +141.4% | +64.5% | +109.2% |
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