+3,449.4%
MCK vs VO
+813.1%
+2,636.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -2.9% | -1.5% | -1.4% | -2.0% |
| 30D | +0.4% | -3.0% | +3.5% | +2.4% |
| 3M | +12.1% | +2.8% | +9.3% | +9.9% |
| 6M | -5.4% | +10.9% | -16.4% | -11.9% |
| YTD | +7.8% | +12.5% | -4.7% | -0.7% |
| 1Y | +22.9% | +12.0% | +11.0% | +13.5% |
| 3Y | +110.7% | +56.3% | +54.4% | +52.9% |
| 5Y | +346.2% | +42.9% | +303.2% | +234.4% |
| 10Y | +440.1% | +198.8% | +241.4% | +142.0% |
| All | +3,449.4% | +813.1% | +2,636.2% | +593.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling