-1.5%
MCD vs VYM
+66.8%
-68.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.3% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | -6.1% | -1.3% | -4.9% | -5.6% |
| 3M | -7.3% | +4.1% | -11.3% | -9.0% |
| 6M | -20.9% | +9.8% | -30.7% | -24.4% |
| YTD | -14.7% | +15.3% | -30.0% | -20.4% |
| 1Y | -16.1% | +20.0% | -36.1% | -23.3% |
| 3Y | -1.5% | +66.2% | -67.7% | -26.2% |
| All | -1.5% | +66.8% | -68.3% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling