+788.1%
VOO vs MCD
+473.0%
+315.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | -2.7% | +7.1% | -9.8% | -6.0% |
| 30D | -5.4% | +19.8% | -25.1% | -13.5% |
| 3M | -4.1% | +0.8% | -4.9% | -4.8% |
| 6M | +0.7% | -1.3% | +2.1% | +0.5% |
| YTD | +8.7% | -7.8% | +16.5% | +11.9% |
| 1Y | +11.0% | -5.0% | +15.9% | +12.2% |
| 3Y | +75.5% | +10.5% | +64.9% | +60.2% |
| 5Y | +68.4% | +22.0% | +46.4% | +44.7% |
| 10Y | +315.7% | +216.7% | +99.0% | +107.7% |
| All | +788.1% | +473.0% | +315.1% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling