+444.2%
V vs MCD
+219.3%
+225.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.2% |
| 7D | -0.8% | +5.9% | -6.7% | -4.2% |
| 30D | +9.5% | +19.6% | -10.1% | -1.7% |
| 3M | +16.7% | +3.3% | +13.4% | +14.1% |
| 6M | +32.9% | +3.5% | +29.5% | +29.6% |
| YTD | +21.1% | -6.1% | +27.2% | +24.7% |
| 1Y | +26.6% | -3.7% | +30.3% | +28.2% |
| 3Y | +78.4% | +13.4% | +65.0% | +59.3% |
| 5Y | +105.5% | +25.2% | +80.3% | +70.6% |
| 10Y | +444.2% | +211.3% | +233.0% | +242.4% |
| All | +444.2% | +219.3% | +225.0% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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