+427.0%
MCK vs VFC
-69.1%
+496.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.3% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | +0.4% | -9.0% | +9.4% | +1.2% |
| 3M | +12.1% | -24.2% | +36.3% | +14.6% |
| 6M | -5.4% | -18.5% | +13.1% | -4.3% |
| YTD | +7.8% | -25.9% | +33.7% | +9.7% |
| 1Y | +22.9% | -13.0% | +35.9% | +22.6% |
| 3Y | +110.7% | -20.3% | +131.1% | +97.9% |
| 5Y | +346.2% | -78.1% | +424.3% | +482.2% |
| All | +427.0% | -69.1% | +496.1% | +454.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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