+20.4%
MCD vs VTR
+91.4%
-70.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.5% |
| 30D | -6.1% | -3.7% | -2.4% | -5.5% |
| 3M | -7.3% | +13.5% | -20.8% | -9.7% |
| 6M | -20.9% | +7.2% | -28.1% | -22.2% |
| YTD | -14.7% | +17.6% | -32.2% | -17.6% |
| 1Y | -16.1% | +35.4% | -51.5% | -21.4% |
| 3Y | -1.5% | +132.8% | -134.3% | -17.5% |
| 5Y | +20.4% | +88.7% | -68.2% | +3.0% |
| All | +20.4% | +91.4% | -70.9% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling