-2.8%
MCD vs VTEB
+8.2%
-10.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.5% |
| 7D | -2.5% | -1.2% | -1.3% | -1.5% |
| 30D | -7.0% | -2.9% | -4.2% | -4.7% |
| 3M | -9.8% | -3.2% | -6.6% | -7.2% |
| 6M | -21.8% | -2.6% | -19.1% | -19.9% |
| YTD | -15.6% | -1.8% | -13.7% | -14.2% |
| 1Y | -15.2% | +0.2% | -15.4% | -15.3% |
| All | -2.8% | +8.2% | -10.9% | -7.7% |
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