+6,918.4%
MCK vs VSH
+356.4%
+6,562.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -4.4% | +3.1% | -7.5% | -4.8% |
| 30D | -2.2% | -5.7% | +3.5% | -1.6% |
| 3M | +11.6% | -42.5% | +54.0% | +18.0% |
| 6M | -4.9% | +82.7% | -87.6% | -16.2% |
| YTD | +7.7% | +118.2% | -110.5% | -7.9% |
| 1Y | +25.2% | +109.7% | -84.5% | +7.1% |
| 3Y | +112.1% | +35.3% | +76.8% | +87.1% |
| 5Y | +345.8% | +65.6% | +280.2% | +274.7% |
| 10Y | +439.7% | +176.8% | +262.9% | +307.8% |
| All | +6,918.4% | +356.4% | +6,562.0% | +4,085.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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