+484.0%
V vs MCD
+200.8%
+283.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.7% |
| 7D | +0.9% | -1.6% | +2.6% | +1.9% |
| 30D | +9.0% | +14.1% | -5.2% | +0.5% |
| 3M | +16.7% | +0.6% | +16.1% | +15.9% |
| 6M | +33.4% | 0.0% | +33.4% | +32.7% |
| YTD | +22.4% | -9.3% | +31.6% | +28.6% |
| 1Y | +27.7% | -9.3% | +37.0% | +34.1% |
| 3Y | +78.0% | +8.6% | +69.4% | +63.0% |
| 5Y | +108.5% | +21.9% | +86.6% | +75.4% |
| All | +484.0% | +200.8% | +283.2% | +212.4% |
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