+103.5%
V vs MCD
+26.4%
+77.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.6% | +7.3% | -6.7% | -2.9% |
| 30D | +9.7% | +20.0% | -10.2% | +0.2% |
| 3M | +17.3% | +3.8% | +13.5% | +14.9% |
| 6M | +33.2% | +3.8% | +29.5% | +30.3% |
| YTD | +21.3% | -5.9% | +27.2% | +24.3% |
| 1Y | +27.3% | -3.2% | +30.6% | +28.4% |
| 3Y | +76.1% | +13.3% | +62.8% | +58.5% |
| 5Y | +103.5% | +25.2% | +78.2% | +66.7% |
| All | +103.5% | +26.4% | +77.1% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling