+349.7%
MKC vs VIG
+614.0%
-264.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -4.3% | -1.2% | -3.1% | -3.6% |
| 30D | -3.1% | -2.8% | -0.3% | -1.2% |
| 3M | +6.8% | +2.5% | +4.4% | +5.0% |
| 6M | -18.3% | +8.1% | -26.4% | -22.7% |
| YTD | -23.1% | +9.6% | -32.6% | -27.9% |
| 1Y | -23.7% | +14.2% | -37.8% | -30.5% |
| 3Y | -31.0% | +56.1% | -87.1% | -49.6% |
| 5Y | -33.5% | +62.8% | -96.4% | -53.2% |
| 10Y | +30.3% | +248.2% | -217.9% | -46.1% |
| All | +349.7% | +614.0% | -264.3% | +20.5% |
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 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