+1,730.4%
MCK vs VEU
+188.0%
+1,542.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.5% |
| 7D | -2.9% | -1.4% | -1.5% | -2.2% |
| 30D | +0.4% | -0.4% | +0.8% | +0.6% |
| 3M | +12.1% | +2.5% | +9.6% | +10.0% |
| 6M | -5.4% | +11.1% | -16.6% | -12.0% |
| YTD | +7.8% | +16.5% | -8.7% | -2.5% |
| 1Y | +22.9% | +22.9% | 0.0% | +7.7% |
| 3Y | +110.7% | +73.4% | +37.3% | +48.5% |
| 5Y | +346.2% | +56.1% | +290.1% | +229.8% |
| 10Y | +440.1% | +153.0% | +287.1% | +199.0% |
| All | +1,730.4% | +188.0% | +1,542.5% | +747.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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