-3.9%
MCD vs VTR
+22.5%
-26.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.5% | +4.0% | +5.8% |
| 7D | +11.9% | +10.0% | +1.8% | +9.2% |
| 30D | +20.2% | +9.6% | +10.6% | +17.4% |
| 3M | +5.2% | -1.2% | +6.4% | +5.0% |
| 6M | 0.0% | +2.8% | -2.8% | -1.7% |
| YTD | -6.5% | +17.4% | -23.9% | -10.0% |
| 1Y | -3.9% | +22.0% | -25.9% | -8.2% |
| All | -3.9% | +22.5% | -26.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling