+427.0%
MCK vs VTRS
-48.4%
+475.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | +0.4% | +3.3% | -2.9% | -0.2% |
| 3M | +12.1% | +2.0% | +10.1% | +11.6% |
| 6M | -5.4% | +19.9% | -25.4% | -9.2% |
| YTD | +7.8% | +35.7% | -28.0% | +0.6% |
| 1Y | +22.9% | +68.1% | -45.1% | +9.5% |
| 3Y | +110.7% | +87.1% | +23.6% | +78.2% |
| 5Y | +346.2% | +47.6% | +298.5% | +287.9% |
| All | +427.0% | -48.4% | +475.4% | +448.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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