+99.1%
V vs MCD
+21.9%
+77.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | +2.2% | +7.1% | -4.9% | -1.3% |
| 30D | +13.6% | +19.8% | -6.2% | +3.8% |
| 3M | +14.3% | +0.8% | +13.5% | +13.7% |
| 6M | +33.1% | -1.3% | +34.4% | +33.5% |
| YTD | +21.2% | -7.8% | +29.0% | +25.5% |
| 1Y | +26.4% | -5.0% | +31.4% | +28.6% |
| 3Y | +77.6% | +10.5% | +67.0% | +61.9% |
| All | +99.1% | +21.9% | +77.1% | +64.6% |
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