+462.1%
MKC vs VO
+827.2%
-365.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -5.9% | -0.3% | -5.6% | -5.8% |
| 30D | -0.9% | -0.3% | -0.5% | -0.7% |
| 3M | +12.7% | +2.9% | +9.8% | +11.1% |
| 6M | -19.3% | +9.3% | -28.6% | -22.8% |
| YTD | -22.2% | +14.2% | -36.3% | -27.1% |
| 1Y | -23.3% | +15.3% | -38.6% | -28.6% |
| 3Y | -30.0% | +56.2% | -86.2% | -43.9% |
| 5Y | -33.8% | +42.4% | -76.2% | -45.4% |
| 10Y | +24.4% | +194.7% | -170.3% | -28.9% |
| All | +462.1% | +827.2% | -365.1% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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