-3.2%
MCD vs VTR
+22.1%
-25.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | +7.3% | +3.8% | +3.5% | +6.2% |
| 30D | +20.0% | +10.1% | +9.8% | +16.9% |
| 3M | +3.8% | -1.2% | +5.0% | +3.6% |
| 6M | +3.8% | +4.8% | -1.0% | +1.5% |
| YTD | -5.9% | +18.9% | -24.8% | -9.6% |
| 1Y | -3.2% | +21.8% | -25.1% | -6.8% |
| All | -3.2% | +22.1% | -25.3% | -6.8% |
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 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