-42.9%
VRT vs MCD
-0.3%
-42.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.1% |
| 7D | +18.6% | -1.6% | +20.2% | +16.8% |
| 30D | -11.7% | +16.0% | -27.7% | +1.9% |
| 3M | -27.3% | 0.0% | -27.2% | -27.4% |
| 6M | -42.9% | +0.9% | -43.8% | -43.1% |
| All | -42.9% | -0.3% | -42.6% | -43.1% |
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