+905.2%
VRT vs MCD
+20.4%
+884.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.6% |
| 7D | +9.1% | -2.8% | +11.9% | +9.6% |
| 30D | +0.9% | -6.0% | +7.0% | +1.9% |
| 3M | -13.4% | -5.6% | -7.8% | -13.0% |
| 6M | +11.7% | -21.9% | +33.5% | +18.3% |
| YTD | +73.2% | -14.7% | +87.9% | +78.3% |
| 1Y | +123.4% | -17.3% | +140.7% | +131.7% |
| 3Y | +606.2% | -2.2% | +608.3% | +550.7% |
| All | +905.2% | +20.4% | +884.9% | +650.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling