+19.4%
MCD vs VYM
+76.9%
-57.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.9% | -1.0% | -1.9% | -2.3% |
| 30D | -6.7% | -2.0% | -4.7% | -5.6% |
| 3M | -9.6% | +3.1% | -12.6% | -11.1% |
| 6M | -22.3% | +8.9% | -31.2% | -26.1% |
| YTD | -15.4% | +14.7% | -30.2% | -22.0% |
| 1Y | -16.8% | +19.4% | -36.2% | -25.1% |
| 3Y | -2.4% | +65.4% | -67.8% | -29.2% |
| 5Y | +19.4% | +77.6% | -58.2% | -17.6% |
| All | +19.4% | +76.9% | -57.6% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling