+1,873.4%
MCD vs VUG
+1,157.1%
+716.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -1.0% |
| 7D | +7.1% | -3.4% | +10.5% | +8.9% |
| 30D | +19.8% | -11.1% | +30.9% | +26.7% |
| 3M | +0.8% | -7.2% | +8.1% | +4.3% |
| 6M | -1.3% | -4.1% | +2.8% | -0.1% |
| YTD | -7.8% | +1.4% | -9.1% | -9.7% |
| 1Y | -5.0% | +1.9% | -6.9% | -7.4% |
| 3Y | +10.5% | +77.7% | -67.2% | -23.2% |
| 5Y | +22.0% | +57.6% | -35.6% | -11.6% |
| 10Y | +216.7% | +398.6% | -181.9% | +9.6% |
| All | +1,873.4% | +1,157.1% | +716.4% | +263.4% |
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