+177.5%
MCD vs VTV
+232.1%
-54.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | -2.5% | -2.1% | -0.5% | -1.1% |
| 30D | -7.0% | -1.3% | -5.7% | -6.2% |
| 3M | -9.8% | +5.6% | -15.4% | -13.3% |
| 6M | -21.8% | +12.4% | -34.2% | -28.1% |
| YTD | -15.6% | +17.6% | -33.2% | -25.1% |
| 1Y | -15.2% | +23.5% | -38.7% | -27.3% |
| 3Y | -2.6% | +67.0% | -69.6% | -33.8% |
| 5Y | +18.9% | +80.5% | -61.7% | -24.5% |
| All | +177.5% | +232.1% | -54.6% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling