+177.5%
MCD vs VTI
+301.7%
-124.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -2.5% | -2.0% | -0.5% | -1.4% |
| 30D | -7.0% | -1.9% | -5.1% | -6.0% |
| 3M | -9.8% | +4.5% | -14.3% | -12.3% |
| 6M | -21.8% | +12.6% | -34.3% | -27.5% |
| YTD | -15.6% | +12.0% | -27.6% | -21.6% |
| 1Y | -15.2% | +17.3% | -32.5% | -23.6% |
| 3Y | -2.6% | +75.3% | -77.9% | -33.8% |
| 5Y | +18.9% | +74.0% | -55.1% | -20.0% |
| All | +177.5% | +301.7% | -124.2% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VTI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling