+672.9%
MCD vs VT
+356.1%
+316.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.4% | -1.6% | +7.0% | +6.3% |
| 30D | +13.4% | -2.5% | +15.9% | +14.9% |
| 3M | -0.1% | -1.3% | +1.2% | +0.5% |
| 6M | -7.0% | +3.1% | -10.0% | -8.9% |
| YTD | -12.2% | +10.9% | -23.2% | -17.6% |
| 1Y | -9.0% | +12.1% | -21.0% | -15.1% |
| 3Y | +5.6% | +73.9% | -68.3% | -23.6% |
| 5Y | +18.0% | +58.0% | -39.9% | -10.8% |
| 10Y | +199.4% | +225.5% | -26.1% | +53.2% |
| All | +672.9% | +356.1% | +316.8% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling