+314.6%
MKC vs VIG
+655.8%
-341.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.0% | +3.5% | -6.5% | -5.3% |
| 30D | +4.8% | +4.9% | -0.1% | +1.4% |
| 3M | -12.8% | +2.5% | -15.4% | -14.3% |
| 6M | +5.0% | +11.0% | -6.0% | -2.2% |
| YTD | -29.1% | +16.0% | -45.0% | -36.0% |
| 1Y | -26.4% | +17.5% | -43.9% | -34.3% |
| 3Y | -21.6% | +67.0% | -88.6% | -45.4% |
| 5Y | -35.2% | +64.8% | -100.0% | -54.8% |
| 10Y | +25.6% | +263.6% | -238.0% | -49.6% |
| All | +314.6% | +655.8% | -341.2% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling