+1,934.0%
VRT vs MCD
+110.9%
+1,823.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +10.5% | -1.6% | +12.2% | +11.3% |
| 30D | -9.3% | +14.1% | -23.4% | -15.7% |
| 3M | -29.6% | +0.6% | -30.2% | -30.5% |
| 6M | -45.4% | 0.0% | -45.4% | -46.6% |
| YTD | +24.8% | -9.3% | +34.1% | +28.1% |
| 1Y | +23.6% | -9.3% | +32.9% | +26.3% |
| 3Y | +379.7% | +8.6% | +371.1% | +309.3% |
| 5Y | +660.3% | +21.9% | +638.4% | +491.6% |
| All | +1,934.0% | +110.9% | +1,823.1% | +1,052.9% |
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