+295.5%
MKC vs VCLT
+100.6%
+195.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -3.4% | -1.1% | -2.3% | -3.2% |
| 3M | +3.8% | -3.7% | +7.5% | +4.4% |
| 6M | -17.9% | -4.0% | -13.9% | -17.4% |
| YTD | -23.6% | -3.4% | -20.2% | -23.2% |
| 1Y | -23.1% | -4.1% | -18.9% | -22.6% |
| 3Y | -31.5% | +11.0% | -42.5% | -32.5% |
| 5Y | -33.1% | -17.0% | -16.1% | -33.2% |
| 10Y | +29.3% | +16.7% | +12.6% | +32.5% |
| All | +295.5% | +100.6% | +195.0% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling