+8.6%
MCD vs VTRS
+158.7%
-150.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.6% | +4.6% | -6.2% | -2.1% |
| 30D | +14.1% | +19.4% | -5.3% | +12.2% |
| 3M | +0.6% | +30.8% | -30.2% | -2.0% |
| 6M | 0.0% | +21.6% | -21.6% | -2.0% |
| YTD | -9.3% | +71.2% | -80.4% | -14.3% |
| 1Y | -9.3% | +97.6% | -106.9% | -15.5% |
| 3Y | +8.6% | +163.9% | -155.3% | +1.3% |
| All | +8.6% | +158.7% | -150.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling