-3.9%
MCD vs VTRS
+90.6%
-94.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +6.3% |
| 7D | +11.9% | +2.4% | +9.5% | +11.5% |
| 30D | +20.2% | +9.1% | +11.2% | +18.9% |
| 3M | +5.2% | +9.4% | -4.2% | +3.9% |
| 6M | 0.0% | +28.3% | -28.3% | -3.6% |
| YTD | -6.5% | +58.0% | -64.5% | -15.2% |
| 1Y | -3.9% | +89.7% | -93.7% | -17.3% |
| All | -3.9% | +90.6% | -94.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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