+1,729.3%
MCD vs VTR
+1,499.7%
+229.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | -2.8% | -1.7% | -1.2% | -2.6% |
| 30D | -6.0% | -2.4% | -3.6% | -5.7% |
| 3M | -5.6% | +14.8% | -20.4% | -7.8% |
| 6M | -21.9% | +5.3% | -27.2% | -22.6% |
| YTD | -14.7% | +18.1% | -32.8% | -17.1% |
| 1Y | -17.3% | +36.7% | -54.0% | -21.6% |
| 3Y | -2.2% | +130.1% | -132.2% | -15.2% |
| 5Y | +20.3% | +89.5% | -69.2% | +6.5% |
| 10Y | +180.7% | +87.4% | +93.3% | +134.1% |
| All | +1,729.3% | +1,499.7% | +229.6% | +1,100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling