+1,026.0%
MCD vs VYM
+498.6%
+527.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.6% | +3.7% | -5.3% | -4.0% |
| 30D | +14.1% | +3.7% | +10.4% | +11.5% |
| 3M | +0.6% | -0.7% | +1.3% | +1.1% |
| 6M | 0.0% | +7.2% | -7.2% | -4.5% |
| YTD | -9.3% | +16.9% | -26.2% | -18.3% |
| 1Y | -9.3% | +19.6% | -28.9% | -19.5% |
| 3Y | +8.6% | +74.6% | -66.0% | -25.7% |
| 5Y | +21.9% | +72.3% | -50.4% | -16.3% |
| 10Y | +202.8% | +206.5% | -3.7% | +41.6% |
| All | +1,026.0% | +498.6% | +527.3% | +244.3% |
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