+8.6%
MCD vs VTEB
+10.6%
-2.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -0.5% |
| 30D | +14.1% | +2.5% | +11.7% | +11.6% |
| 3M | +0.6% | -1.7% | +2.3% | +2.1% |
| 6M | 0.0% | -1.2% | +1.3% | +1.1% |
| YTD | -9.3% | -0.5% | -8.8% | -8.8% |
| 1Y | -9.3% | -0.1% | -9.2% | -9.2% |
| 3Y | +8.6% | +10.5% | -1.8% | +2.2% |
| All | +8.6% | +10.6% | -2.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling