+181.3%
MCD vs VTR
+87.8%
+93.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.9% | -2.9% | 0.0% | -2.1% |
| 30D | -6.7% | -2.8% | -3.9% | -6.1% |
| 3M | -9.6% | +9.0% | -18.6% | -11.7% |
| 6M | -22.3% | +5.0% | -27.3% | -23.5% |
| YTD | -15.4% | +16.9% | -32.4% | -19.1% |
| 1Y | -16.8% | +34.3% | -51.1% | -23.4% |
| 3Y | -2.4% | +131.6% | -134.0% | -23.0% |
| 5Y | +19.4% | +88.0% | -68.6% | -2.2% |
| 10Y | +181.3% | +97.8% | +83.5% | +97.5% |
| All | +181.3% | +87.8% | +93.5% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling