+186.7%
MCD vs VST
+1,175.7%
-989.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.9% |
| 7D | -2.8% | +8.9% | -11.7% | -3.7% |
| 30D | -6.0% | +6.2% | -12.2% | -6.6% |
| 3M | -5.6% | -2.7% | -2.9% | -5.7% |
| 6M | -21.9% | -8.4% | -13.5% | -21.8% |
| YTD | -14.7% | -7.2% | -7.5% | -15.0% |
| 1Y | -17.3% | -20.9% | +3.6% | -16.5% |
| 3Y | -2.2% | +384.0% | -386.1% | -38.0% |
| 5Y | +20.3% | +757.1% | -736.8% | -36.4% |
| All | +186.7% | +1,175.7% | -989.0% | +38.5% |
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