+339.0%
MCK vs VO
+42.1%
+296.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -2.9% | -1.5% | -1.4% | -2.6% |
| 30D | +0.4% | -3.0% | +3.5% | +1.1% |
| 3M | +12.1% | +2.8% | +9.3% | +11.3% |
| 6M | -5.4% | +10.9% | -16.4% | -7.9% |
| YTD | +7.8% | +12.5% | -4.7% | +4.6% |
| 1Y | +22.9% | +12.0% | +11.0% | +19.4% |
| 3Y | +110.7% | +56.3% | +54.4% | +86.2% |
| All | +339.0% | +42.1% | +296.9% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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