+20.8%
MCD vs VTV
+77.3%
-56.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | +2.9% | -4.6% | -3.3% |
| 30D | +14.1% | +3.8% | +10.3% | +11.7% |
| 3M | +0.6% | +1.6% | -0.9% | -0.3% |
| 6M | 0.0% | +11.2% | -11.2% | -6.1% |
| YTD | -9.3% | +22.0% | -31.3% | -19.6% |
| 1Y | -9.3% | +24.9% | -34.2% | -20.8% |
| 3Y | +8.6% | +78.5% | -69.8% | -25.4% |
| All | +20.8% | +77.3% | -56.5% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling