+214.2%
MCD vs VST
+929.5%
-715.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -13.8% | +20.4% | +7.7% |
| 7D | +11.9% | -15.7% | +27.6% | +13.3% |
| 30D | +20.2% | -17.0% | +37.2% | +21.6% |
| 3M | +5.2% | -15.9% | +21.0% | +6.1% |
| 6M | 0.0% | -25.0% | +25.0% | +1.6% |
| YTD | -6.5% | -25.1% | +18.6% | -5.6% |
| 1Y | -3.9% | -34.9% | +30.9% | -1.6% |
| 3Y | +12.5% | +252.7% | -240.2% | -25.7% |
| 5Y | +24.2% | +582.3% | -558.1% | -32.9% |
| 10Y | +220.9% | +1,076.6% | -855.7% | +57.9% |
| All | +214.2% | +929.5% | -715.3% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling