+102.1%
MCK vs VLTO
+24.3%
+77.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.6% |
| 30D | +0.4% | -2.7% | +3.1% | +0.8% |
| 3M | +12.1% | +14.0% | -1.9% | +10.3% |
| 6M | -5.4% | +3.3% | -8.7% | -6.0% |
| YTD | +7.8% | -5.4% | +13.2% | +8.1% |
| 1Y | +22.9% | -13.3% | +36.2% | +23.8% |
| All | +102.1% | +24.3% | +77.8% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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