+427.0%
MCK vs VTR
+99.2%
+327.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +0.4% | +1.1% | -0.7% | +0.2% |
| 3M | +12.1% | +7.9% | +4.2% | +10.7% |
| 6M | -5.4% | +6.2% | -11.6% | -6.4% |
| YTD | +7.8% | +17.7% | -9.9% | +5.0% |
| 1Y | +22.9% | +32.9% | -9.9% | +17.6% |
| 3Y | +110.7% | +129.7% | -19.0% | +85.1% |
| 5Y | +346.2% | +89.3% | +256.9% | +299.7% |
| All | +427.0% | +99.2% | +327.9% | +341.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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