+339.0%
MCK vs VTEB
+1.2%
+337.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | +0.4% | -2.5% | +2.9% | +0.9% |
| 3M | +12.1% | -3.0% | +15.1% | +12.7% |
| 6M | -5.4% | -2.1% | -3.3% | -5.2% |
| YTD | +7.8% | -1.5% | +9.3% | +8.0% |
| 1Y | +22.9% | +0.2% | +22.8% | +22.8% |
| 3Y | +110.7% | +8.6% | +102.2% | +111.8% |
| All | +339.0% | +1.2% | +337.8% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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