+21.6%
MCD vs VSH
+64.7%
-43.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -6.0% | -1.6% |
| 7D | -2.8% | +4.1% | -6.9% | -2.9% |
| 30D | -6.0% | -4.2% | -1.9% | -6.0% |
| 3M | -5.6% | -50.0% | +44.4% | -3.9% |
| 6M | -21.9% | +80.2% | -102.0% | -26.4% |
| YTD | -14.7% | +121.1% | -135.8% | -21.0% |
| 1Y | -17.3% | +112.0% | -129.3% | -23.3% |
| 3Y | -2.2% | +22.5% | -24.7% | -2.6% |
| All | +21.6% | +64.7% | -43.0% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling