+176.9%
MCD vs VYM
+209.2%
-32.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -1.2% | -0.8% | -0.4% | -0.7% |
| 30D | -7.8% | -2.2% | -5.5% | -6.2% |
| 3M | -10.7% | +3.1% | -13.8% | -12.6% |
| 6M | -21.3% | +9.7% | -31.0% | -26.4% |
| YTD | -15.8% | +14.9% | -30.6% | -23.9% |
| 1Y | -16.0% | +17.6% | -33.6% | -25.5% |
| 3Y | -3.0% | +65.3% | -68.3% | -34.0% |
| 5Y | +18.6% | +78.7% | -60.1% | -24.7% |
| All | +176.9% | +209.2% | -32.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling