+379.7%
VRT vs MCD
+9.3%
+370.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.9% |
| 7D | +10.5% | -1.6% | +12.2% | +9.7% |
| 30D | -9.3% | +14.1% | -23.4% | -3.6% |
| 3M | -29.6% | +0.6% | -30.2% | -28.6% |
| 6M | -45.4% | 0.0% | -45.4% | -44.4% |
| YTD | +24.8% | -9.3% | +34.1% | +23.7% |
| 1Y | +23.6% | -9.3% | +32.9% | +22.6% |
| 3Y | +379.7% | +8.6% | +371.1% | +402.0% |
| All | +379.7% | +9.3% | +370.3% | +402.0% |
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