+180.0%
MCD vs VSH
+170.2%
+9.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | -2.0% | +6.2% | -8.2% | -2.8% |
| 30D | -6.1% | -11.1% | +5.0% | -5.0% |
| 3M | -7.3% | -44.9% | +37.7% | -1.4% |
| 6M | -20.9% | +90.0% | -110.9% | -32.0% |
| YTD | -14.7% | +118.8% | -133.5% | -28.8% |
| 1Y | -16.1% | +109.0% | -125.1% | -29.9% |
| 3Y | -1.5% | +35.6% | -37.1% | -12.9% |
| 5Y | +20.4% | +66.7% | -46.3% | -1.8% |
| 10Y | +180.0% | +167.9% | +12.1% | +87.5% |
| All | +180.0% | +170.2% | +9.8% | +87.5% |
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