-49.0%
VRT vs MCD
-2.4%
-46.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +2.9% |
| 7D | -21.4% | +7.1% | -28.5% | -15.3% |
| 30D | -25.8% | +19.8% | -45.6% | -12.2% |
| 3M | -33.5% | +0.8% | -34.3% | -33.0% |
| 6M | -49.0% | -1.3% | -47.7% | -49.4% |
| All | -49.0% | -2.4% | -46.7% | -49.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling