+427.0%
MCK vs VNQ
+64.0%
+363.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.4% |
| 30D | +0.4% | -2.6% | +3.0% | +1.6% |
| 3M | +12.1% | -2.0% | +14.1% | +13.1% |
| 6M | -5.4% | +4.3% | -9.8% | -7.4% |
| YTD | +7.8% | +9.2% | -1.4% | +3.4% |
| 1Y | +22.9% | +5.6% | +17.3% | +19.7% |
| 3Y | +110.7% | +30.8% | +79.9% | +81.9% |
| 5Y | +346.2% | +8.0% | +338.2% | +320.5% |
| All | +427.0% | +64.0% | +363.0% | +299.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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