+307.7%
MKC vs VT
+345.0%
-37.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | +1.1% |
| 7D | +7.0% | -4.2% | +11.1% | +9.1% |
| 30D | +11.4% | -5.8% | +17.2% | +14.4% |
| 3M | -3.7% | -5.2% | +1.5% | -1.4% |
| 6M | +5.3% | +0.1% | +5.2% | +4.6% |
| YTD | -24.4% | +8.2% | -32.6% | -27.8% |
| 1Y | -19.7% | +10.1% | -29.8% | -24.0% |
| 3Y | -16.3% | +69.7% | -85.9% | -36.3% |
| 5Y | -30.5% | +53.4% | -83.9% | -45.1% |
| 10Y | +31.3% | +219.2% | -187.9% | -28.1% |
| All | +307.7% | +345.0% | -37.3% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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