+1,918.8%
MCD vs VTR
+1,510.6%
+408.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.1% |
| 7D | +7.3% | +3.8% | +3.5% | +6.6% |
| 30D | +20.0% | +10.1% | +9.8% | +18.1% |
| 3M | +3.8% | -1.2% | +5.0% | +4.0% |
| 6M | +3.8% | +4.8% | -1.0% | +2.8% |
| YTD | -5.9% | +18.9% | -24.8% | -8.7% |
| 1Y | -3.2% | +21.8% | -25.1% | -6.5% |
| 3Y | +13.3% | +132.0% | -118.7% | -1.8% |
| 5Y | +25.2% | +94.7% | -69.4% | +10.4% |
| 10Y | +213.3% | +136.8% | +76.5% | +153.9% |
| All | +1,918.8% | +1,510.6% | +408.1% | +1,223.3% |
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