+427.0%
MCK vs VMC
+156.6%
+270.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -2.9% | -3.8% | +0.8% | -2.2% |
| 30D | +0.4% | -9.7% | +10.1% | +2.5% |
| 3M | +12.1% | -9.6% | +21.7% | +14.2% |
| 6M | -5.4% | -4.8% | -0.6% | -5.0% |
| YTD | +7.8% | -10.9% | +18.7% | +9.4% |
| 1Y | +22.9% | -15.6% | +38.5% | +26.2% |
| 3Y | +110.7% | +19.3% | +91.4% | +96.8% |
| 5Y | +346.2% | +48.0% | +298.2% | +289.6% |
| All | +427.0% | +156.6% | +270.5% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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