-33.1%
MKC vs VCLT
-17.3%
-15.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.3% |
| 30D | -3.4% | -1.1% | -2.3% | -3.0% |
| 3M | +3.8% | -3.7% | +7.5% | +5.2% |
| 6M | -17.9% | -4.0% | -13.9% | -16.7% |
| YTD | -23.6% | -3.4% | -20.2% | -22.7% |
| 1Y | -23.1% | -4.1% | -18.9% | -21.9% |
| 3Y | -31.5% | +11.0% | -42.5% | -34.1% |
| 5Y | -33.1% | -17.0% | -16.1% | -34.2% |
| All | -33.1% | -17.3% | -15.8% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling