-22.7%
MKC vs VLTO
+54.8%
-77.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | +2.3% | +5.4% | -3.0% | +0.9% |
| 30D | +8.1% | +22.3% | -14.2% | +2.4% |
| 3M | -6.4% | +19.6% | -26.1% | -10.9% |
| 6M | +1.8% | +35.2% | -33.4% | -5.9% |
| YTD | -26.9% | +17.9% | -44.7% | -30.3% |
| 1Y | -21.7% | +19.5% | -41.2% | -25.8% |
| 3Y | -18.7% | +73.9% | -92.7% | -29.4% |
| All | -22.7% | +54.8% | -77.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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