+631.1%
VRT vs MCD
+25.1%
+605.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -17.7% | +7.3% | -25.0% | -18.1% |
| 30D | -20.0% | +20.0% | -40.0% | -21.7% |
| 3M | -28.1% | +3.8% | -31.9% | -28.1% |
| 6M | -42.8% | +3.8% | -46.6% | -43.1% |
| YTD | +20.0% | -5.9% | +25.8% | +22.2% |
| 1Y | +3.5% | -3.2% | +6.7% | +4.0% |
| 3Y | +366.1% | +13.3% | +352.8% | +304.4% |
| All | +631.1% | +25.1% | +605.9% | +460.2% |
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