-3.9%
MCD vs VTV
+28.2%
-32.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +5.6% |
| 7D | +11.9% | +1.8% | +10.1% | +10.8% |
| 30D | +20.2% | +6.0% | +14.3% | +16.8% |
| 3M | +5.2% | +3.7% | +1.5% | +3.2% |
| 6M | 0.0% | +13.9% | -13.9% | -6.3% |
| YTD | -6.5% | +22.8% | -29.3% | -17.0% |
| 1Y | -3.9% | +27.9% | -31.8% | -18.4% |
| All | -3.9% | +28.2% | -32.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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