-17.7%
MKC vs VLTO
+27.2%
-44.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.5% |
| 7D | -5.9% | -2.3% | -3.6% | -5.3% |
| 30D | -0.9% | -0.9% | 0.0% | -0.7% |
| 3M | +12.7% | +13.8% | -1.1% | +9.3% |
| 6M | -19.3% | +2.0% | -21.3% | -19.7% |
| YTD | -22.2% | -3.2% | -19.0% | -21.8% |
| 1Y | -23.3% | -9.2% | -14.2% | -21.6% |
| All | -17.7% | +27.2% | -44.9% | -21.8% |
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