+294.3%
MCD vs VTEB
+26.8%
+267.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -1.6% | -1.2% | -0.4% | -1.0% |
| 30D | +14.1% | +2.5% | +11.7% | +12.6% |
| 3M | +0.6% | -1.7% | +2.3% | +1.6% |
| 6M | 0.0% | -1.2% | +1.3% | +0.7% |
| YTD | -9.3% | -0.5% | -8.8% | -9.0% |
| 1Y | -9.3% | -0.1% | -9.2% | -9.2% |
| 3Y | +8.6% | +10.5% | -1.8% | +3.2% |
| 5Y | +21.9% | +2.6% | +19.3% | +20.1% |
| 10Y | +202.8% | +22.4% | +180.4% | +236.5% |
| All | +294.3% | +26.8% | +267.5% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling