+619.5%
VRT vs MCD
-2.2%
+621.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +3.8% |
| 7D | +9.1% | -2.8% | +11.9% | +8.0% |
| 30D | +0.9% | -6.0% | +7.0% | -1.1% |
| 3M | -13.4% | -5.6% | -7.8% | -14.6% |
| 6M | +11.7% | -21.9% | +33.5% | +4.7% |
| YTD | +73.2% | -14.7% | +87.9% | +66.7% |
| 1Y | +123.4% | -17.3% | +140.7% | +114.4% |
| All | +619.5% | -2.2% | +621.7% | +669.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling