+27.4%
MKC vs VIG
+250.0%
-222.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | -1.5% | -1.1% | -0.4% | -0.7% |
| 30D | -3.1% | -2.7% | -0.4% | -1.2% |
| 3M | +5.2% | +2.5% | +2.6% | +3.4% |
| 6M | -12.8% | +9.2% | -22.1% | -18.2% |
| YTD | -23.3% | +9.8% | -33.1% | -28.4% |
| 1Y | -24.1% | +12.4% | -36.5% | -30.4% |
| 3Y | -32.1% | +55.9% | -88.0% | -51.2% |
| 5Y | -32.8% | +63.9% | -96.7% | -53.8% |
| All | +27.4% | +250.0% | -222.6% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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