+110.7%
MCK vs VCLT
+11.4%
+99.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.9% | -1.4% | -1.6% | -2.8% |
| 30D | +0.4% | -1.2% | +1.6% | +0.5% |
| 3M | +12.1% | -4.8% | +16.9% | +12.6% |
| 6M | -5.4% | -2.6% | -2.9% | -5.3% |
| YTD | +7.8% | -3.3% | +11.1% | +8.1% |
| 1Y | +22.9% | -4.8% | +27.8% | +23.4% |
| 3Y | +110.7% | +11.5% | +99.2% | +116.6% |
| All | +110.7% | +11.4% | +99.4% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling