+339.0%
MCK vs VFC
-78.2%
+417.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | +0.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | +0.4% | -9.0% | +9.4% | +0.3% |
| 3M | +12.1% | -24.2% | +36.3% | +11.8% |
| 6M | -5.4% | -18.5% | +13.1% | -5.6% |
| YTD | +7.8% | -25.9% | +33.7% | +7.5% |
| 1Y | +22.9% | -13.0% | +35.9% | +22.8% |
| 3Y | +110.7% | -20.3% | +131.1% | +111.4% |
| All | +339.0% | -78.2% | +417.2% | +428.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling