+654.4%
VRT vs MCD
+21.9%
+632.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.6% |
| 7D | +10.5% | -1.6% | +12.2% | +10.6% |
| 30D | -9.3% | +14.1% | -23.4% | -10.8% |
| 3M | -29.6% | +0.6% | -30.2% | -29.5% |
| 6M | -45.4% | 0.0% | -45.4% | -45.5% |
| YTD | +24.8% | -9.3% | +34.1% | +27.5% |
| 1Y | +23.6% | -9.3% | +32.9% | +25.9% |
| 3Y | +379.7% | +8.6% | +371.1% | +319.4% |
| All | +654.4% | +21.9% | +632.5% | +481.4% |
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