+22.6%
MCD vs VT
+53.2%
-30.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.7% |
| 7D | +8.0% | -4.2% | +12.2% | +9.7% |
| 30D | +19.6% | -5.8% | +25.4% | +22.2% |
| 3M | +2.2% | -5.2% | +7.4% | +4.1% |
| 6M | -1.1% | +0.1% | -1.3% | -1.6% |
| YTD | -7.2% | +8.2% | -15.5% | -10.7% |
| 1Y | -6.7% | +10.1% | -16.8% | -10.8% |
| 3Y | +11.6% | +69.7% | -58.1% | -13.2% |
| 5Y | +22.6% | +53.4% | -30.7% | +1.7% |
| All | +22.6% | +53.2% | -30.5% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling