-9.3%
MCD vs VTR
+18.3%
-27.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | +14.1% | +5.5% | +8.7% | +12.5% |
| 3M | +0.6% | -0.9% | +1.5% | +0.5% |
| 6M | 0.0% | -0.4% | +0.4% | -1.1% |
| YTD | -9.3% | +17.0% | -26.3% | -12.5% |
| 1Y | -9.3% | +18.0% | -27.3% | -12.4% |
| All | -9.3% | +18.3% | -27.6% | -12.4% |
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