+1,921.3%
MCK vs VYM
+488.1%
+1,433.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.4% |
| 7D | -2.9% | -0.8% | -2.1% | -2.3% |
| 30D | +0.4% | -2.2% | +2.7% | +2.2% |
| 3M | +12.1% | +3.1% | +9.0% | +9.5% |
| 6M | -5.4% | +9.7% | -15.2% | -12.3% |
| YTD | +7.8% | +14.9% | -7.1% | -3.6% |
| 1Y | +22.9% | +17.6% | +5.4% | +7.9% |
| 3Y | +110.7% | +65.3% | +45.4% | +38.1% |
| 5Y | +346.2% | +78.7% | +267.5% | +171.4% |
| 10Y | +440.1% | +208.2% | +231.9% | +114.6% |
| All | +1,921.3% | +488.1% | +1,433.2% | +398.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling