+1,740.6%
VRT vs MCD
+114.4%
+1,626.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | -21.4% | +7.1% | -28.5% | -24.4% |
| 30D | -25.8% | +19.8% | -45.6% | -32.7% |
| 3M | -33.5% | +0.8% | -34.3% | -34.4% |
| 6M | -49.0% | -1.3% | -47.7% | -49.7% |
| YTD | +12.9% | -7.8% | +20.7% | +15.1% |
| 1Y | 0.0% | -5.0% | +5.0% | -0.5% |
| 3Y | +361.8% | +10.5% | +351.3% | +290.9% |
| 5Y | +565.1% | +22.0% | +543.2% | +420.0% |
| All | +1,740.6% | +114.4% | +1,626.2% | +935.8% |
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