+213.4%
MCD vs VT
+214.8%
-1.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +1.7% |
| 7D | +8.0% | -4.2% | +12.2% | +10.9% |
| 30D | +19.6% | -5.8% | +25.4% | +24.0% |
| 3M | +2.2% | -5.2% | +7.4% | +5.5% |
| 6M | -1.1% | +0.1% | -1.3% | -1.9% |
| YTD | -7.2% | +8.2% | -15.5% | -12.7% |
| 1Y | -6.7% | +10.1% | -16.8% | -13.3% |
| 3Y | +11.6% | +69.7% | -58.1% | -24.4% |
| 5Y | +22.6% | +53.4% | -30.7% | -11.0% |
| All | +213.4% | +214.8% | -1.4% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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