+20.4%
MCD vs VTV
+80.5%
-60.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.5% |
| 7D | -2.0% | +0.3% | -2.3% | -2.2% |
| 30D | -6.1% | +0.1% | -6.3% | -6.2% |
| 3M | -7.3% | +6.2% | -13.5% | -10.5% |
| 6M | -20.9% | +13.5% | -34.4% | -26.7% |
| YTD | -14.7% | +18.9% | -33.5% | -23.1% |
| 1Y | -16.1% | +25.8% | -41.9% | -27.0% |
| 3Y | -1.5% | +68.7% | -70.2% | -29.5% |
| 5Y | +20.4% | +80.3% | -59.9% | -17.6% |
| All | +20.4% | +80.5% | -60.0% | -17.6% |
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