+6,918.4%
MCK vs VMC
+2,484.9%
+4,433.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.4% | -3.7% | -0.7% | -3.5% |
| 30D | -2.2% | -12.8% | +10.5% | +1.0% |
| 3M | +11.6% | -7.9% | +19.5% | +13.4% |
| 6M | -4.9% | -7.5% | +2.6% | -3.8% |
| YTD | +7.7% | -11.6% | +19.3% | +9.9% |
| 1Y | +25.2% | -14.3% | +39.5% | +28.6% |
| 3Y | +112.1% | +18.5% | +93.6% | +97.6% |
| 5Y | +345.8% | +46.8% | +299.1% | +287.2% |
| 10Y | +439.7% | +153.2% | +286.5% | +286.7% |
| All | +6,918.4% | +2,484.9% | +4,433.5% | +2,370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling