-3.0%
MCD vs VTRS
+84.5%
-87.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -1.2% | -2.2% | +1.0% | -1.0% |
| 30D | -7.8% | +3.3% | -11.1% | -8.1% |
| 3M | -10.7% | +2.0% | -12.7% | -11.0% |
| 6M | -21.3% | +19.9% | -41.2% | -22.8% |
| YTD | -15.8% | +35.7% | -51.5% | -18.7% |
| 1Y | -16.0% | +68.1% | -84.1% | -20.7% |
| 3Y | -3.0% | +87.1% | -90.0% | -11.1% |
| All | -3.0% | +84.5% | -87.5% | -11.1% |
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