+1,678.9%
VRT vs MCD
+115.6%
+1,563.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.8% | -13.2% | -13.7% |
| 7D | -28.1% | +8.0% | -36.2% | -31.2% |
| 30D | -30.2% | +19.6% | -49.8% | -36.6% |
| 3M | -36.4% | +2.2% | -38.6% | -37.6% |
| 6M | -48.2% | -1.1% | -47.0% | -48.8% |
| YTD | +9.2% | -7.2% | +16.4% | +11.0% |
| 1Y | -7.2% | -6.7% | -0.5% | -6.5% |
| 3Y | +338.7% | +11.6% | +327.1% | +269.2% |
| 5Y | +542.8% | +22.6% | +520.2% | +401.4% |
| All | +1,678.9% | +115.6% | +1,563.3% | +898.6% |
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