+455.4%
V vs MCD
+212.9%
+242.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +0.8% | +7.3% | -6.5% | -3.4% |
| 30D | +9.9% | +20.0% | -10.0% | -1.5% |
| 3M | +17.5% | +3.8% | +13.7% | +14.6% |
| 6M | +33.5% | +3.8% | +29.7% | +29.9% |
| YTD | +21.6% | -5.9% | +27.4% | +25.0% |
| 1Y | +27.6% | -3.2% | +30.8% | +28.8% |
| 3Y | +76.4% | +13.3% | +63.1% | +57.7% |
| 5Y | +103.8% | +25.2% | +78.6% | +69.2% |
| All | +455.4% | +212.9% | +242.5% | +254.4% |
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