-33.1%
MKC vs VIG
+61.5%
-94.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -2.8% | -2.2% | -0.6% | -1.5% |
| 30D | -3.4% | -3.2% | -0.2% | -1.5% |
| 3M | +3.8% | +3.0% | +0.7% | +2.0% |
| 6M | -17.9% | +8.1% | -26.1% | -21.7% |
| YTD | -23.6% | +9.1% | -32.7% | -27.6% |
| 1Y | -23.1% | +12.6% | -35.7% | -28.6% |
| 3Y | -31.5% | +55.4% | -86.9% | -48.7% |
| 5Y | -33.1% | +62.8% | -95.9% | -52.5% |
| All | -33.1% | +61.5% | -94.5% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling