+27.5%
MCK vs VYM
+17.8%
+9.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.4% |
| 7D | +9.3% | -3.0% | +12.3% | +10.4% |
| 30D | +16.3% | +0.9% | +15.4% | +16.0% |
| 3M | +22.3% | -2.7% | +25.0% | +23.0% |
| 6M | +34.1% | +3.4% | +30.7% | +32.6% |
| YTD | +31.1% | +13.3% | +17.8% | +25.0% |
| 1Y | +27.5% | +17.0% | +10.5% | +20.8% |
| All | +27.5% | +17.8% | +9.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling