+427.0%
MCK vs VCLT
+17.1%
+410.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.9% | -1.4% | -1.6% | -2.9% |
| 30D | +0.4% | -1.2% | +1.6% | +0.5% |
| 3M | +12.1% | -4.8% | +16.9% | +12.3% |
| 6M | -5.4% | -2.6% | -2.9% | -5.4% |
| YTD | +7.8% | -3.3% | +11.1% | +7.9% |
| 1Y | +22.9% | -4.8% | +27.8% | +23.2% |
| 3Y | +110.7% | +11.5% | +99.2% | +110.2% |
| 5Y | +346.2% | -17.0% | +363.1% | +345.8% |
| All | +427.0% | +17.1% | +410.0% | +450.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling