+211.7%
MCD vs VST
+1,112.0%
-900.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.6% | -11.1% | -1.5% |
| 7D | +7.1% | -9.8% | +16.9% | +7.8% |
| 30D | +19.8% | -25.1% | +44.9% | +22.4% |
| 3M | +0.8% | -11.6% | +12.4% | +1.2% |
| 6M | -1.3% | -20.9% | +19.6% | -0.2% |
| YTD | -7.8% | -22.3% | +14.6% | -7.2% |
| 1Y | -5.0% | -32.0% | +27.1% | -3.1% |
| 3Y | +10.5% | +262.4% | -251.8% | -27.5% |
| 5Y | +22.0% | +563.4% | -541.4% | -33.7% |
| All | +211.7% | +1,112.0% | -900.4% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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