+319.7%
MKC vs VT
+374.2%
-54.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -5.9% | +0.4% | -6.3% | -6.1% |
| 30D | -0.9% | +1.0% | -1.8% | -1.4% |
| 3M | +12.7% | +2.4% | +10.3% | +11.1% |
| 6M | -19.3% | +12.0% | -31.3% | -23.9% |
| YTD | -22.2% | +15.3% | -37.5% | -27.7% |
| 1Y | -23.3% | +22.6% | -45.9% | -31.0% |
| 3Y | -30.0% | +74.7% | -104.7% | -47.3% |
| 5Y | -33.8% | +66.1% | -99.9% | -49.5% |
| 10Y | +24.4% | +225.0% | -200.6% | -32.4% |
| All | +319.7% | +374.2% | -54.5% | +80.2% |
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