+10.5%
MCD vs VUG
+78.4%
-67.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.6% |
| 7D | +7.1% | -3.4% | +10.5% | +7.3% |
| 30D | +19.8% | -11.1% | +30.9% | +20.5% |
| 3M | +0.8% | -7.2% | +8.1% | +1.2% |
| 6M | -1.3% | -4.1% | +2.8% | -1.3% |
| YTD | -7.8% | +1.4% | -9.1% | -8.3% |
| 1Y | -5.0% | +1.9% | -6.9% | -5.6% |
| 3Y | +10.5% | +77.7% | -67.2% | -4.6% |
| All | +10.5% | +78.4% | -67.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 3y: compounded portfolio wealth divided by compounded VUG 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…
3y analysis · Full analysis span regression · 6 months rolling