+213.3%
MCD vs VTR
+126.9%
+86.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | +7.3% | +3.8% | +3.5% | +6.3% |
| 30D | +20.0% | +10.1% | +9.8% | +17.0% |
| 3M | +3.8% | -1.2% | +5.0% | +4.0% |
| 6M | +3.8% | +4.8% | -1.0% | +2.2% |
| YTD | -5.9% | +18.9% | -24.8% | -10.5% |
| 1Y | -3.2% | +21.8% | -25.1% | -8.6% |
| 3Y | +13.3% | +132.0% | -118.7% | -10.7% |
| 5Y | +25.2% | +94.7% | -69.4% | +1.5% |
| 10Y | +213.3% | +136.8% | +76.5% | +113.8% |
| All | +213.3% | +126.9% | +86.4% | +113.8% |
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