+15.5%
VRT vs MCD
-6.3%
+21.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +4.3% |
| 7D | +0.5% | -1.9% | +2.4% | -1.2% |
| 30D | -13.7% | +16.6% | -30.3% | -2.8% |
| 3M | -26.7% | +0.9% | -27.7% | -25.2% |
| 6M | -43.8% | +1.5% | -45.3% | -42.1% |
| YTD | +27.6% | -8.3% | +35.9% | +29.2% |
| 1Y | +15.5% | -8.1% | +23.6% | +16.9% |
| All | +15.5% | -6.3% | +21.8% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling