+1,852.8%
MCD vs VTV
+734.9%
+1,117.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.6% | +2.3% | -3.9% | -3.0% |
| 30D | +16.0% | +3.8% | +12.2% | +13.5% |
| 3M | 0.0% | +1.7% | -1.7% | -1.0% |
| 6M | +0.9% | +10.9% | -10.0% | -5.3% |
| YTD | -8.7% | +21.7% | -30.5% | -19.2% |
| 1Y | -8.6% | +23.4% | -31.9% | -19.8% |
| 3Y | +9.9% | +78.0% | -68.1% | -23.6% |
| 5Y | +22.6% | +77.4% | -54.8% | -14.9% |
| 10Y | +204.6% | +230.4% | -25.8% | +44.8% |
| All | +1,852.8% | +734.9% | +1,117.9% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling