+958.6%
MCD vs VYM
+492.8%
+465.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -6.0% | -0.5% | -5.5% | -5.7% |
| 3M | -5.6% | +3.0% | -8.6% | -7.5% |
| 6M | -21.9% | +8.2% | -30.1% | -25.9% |
| YTD | -14.7% | +15.8% | -30.5% | -22.7% |
| 1Y | -17.3% | +20.8% | -38.1% | -27.1% |
| 3Y | -2.2% | +65.3% | -67.4% | -30.6% |
| 5Y | +20.3% | +76.6% | -56.3% | -18.8% |
| 10Y | +180.7% | +203.9% | -23.2% | +32.0% |
| All | +958.6% | +492.8% | +465.7% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling