+2,723.0%
VRT vs MCD
+98.3%
+2,624.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.1% |
| 7D | +9.1% | -2.8% | +11.9% | +10.7% |
| 30D | +0.9% | -6.0% | +7.0% | +4.0% |
| 3M | -13.4% | -5.6% | -7.8% | -12.0% |
| 6M | +11.7% | -21.9% | +33.5% | +26.1% |
| YTD | +73.2% | -14.7% | +87.9% | +85.0% |
| 1Y | +123.4% | -17.3% | +140.7% | +140.9% |
| 3Y | +606.2% | -2.2% | +608.3% | +547.8% |
| 5Y | +899.9% | +20.3% | +879.6% | +679.6% |
| All | +2,723.0% | +98.3% | +2,624.8% | +1,564.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling