+22.6%
MCD vs VST
+515.1%
-492.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.2% | +5.4% | -0.9% |
| 7D | +8.0% | -19.9% | +27.9% | +7.7% |
| 30D | +19.6% | -29.7% | +49.3% | +19.2% |
| 3M | +2.2% | -19.6% | +21.8% | +1.8% |
| 6M | -1.1% | -29.4% | +28.3% | -1.5% |
| YTD | -7.2% | -29.7% | +22.5% | -7.6% |
| 1Y | -6.7% | -40.0% | +33.3% | -6.9% |
| 3Y | +11.6% | +231.0% | -219.4% | -9.4% |
| 5Y | +22.6% | +500.1% | -477.4% | -12.4% |
| All | +22.6% | +515.1% | -492.4% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling