+1,724.8%
MCD vs VTV
+721.7%
+1,003.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.8% | +0.5% | -3.3% | -3.1% |
| 30D | -6.0% | +1.1% | -7.1% | -6.7% |
| 3M | -5.6% | +5.9% | -11.5% | -8.9% |
| 6M | -21.9% | +11.6% | -33.5% | -27.0% |
| YTD | -14.7% | +19.8% | -34.5% | -23.8% |
| 1Y | -17.3% | +26.2% | -43.5% | -28.5% |
| 3Y | -2.2% | +68.5% | -70.6% | -29.6% |
| 5Y | +20.3% | +79.9% | -59.6% | -17.3% |
| 10Y | +180.7% | +229.7% | -49.0% | +33.6% |
| All | +1,724.8% | +721.7% | +1,003.1% | +367.0% |
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