+1,724.8%
MCD vs VUG
+1,251.8%
+473.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -6.0% | -0.3% | -5.7% | -5.9% |
| 3M | -5.6% | -0.7% | -4.9% | -5.7% |
| 6M | -21.9% | +14.6% | -36.5% | -27.8% |
| YTD | -14.7% | +9.0% | -23.7% | -19.3% |
| 1Y | -17.3% | +14.9% | -32.1% | -24.1% |
| 3Y | -2.2% | +86.0% | -88.2% | -33.3% |
| 5Y | +20.3% | +76.7% | -56.4% | -18.0% |
| 10Y | +180.7% | +411.3% | -230.6% | -3.3% |
| All | +1,724.8% | +1,251.8% | +473.0% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling