+27.4%
MKC vs VYM
+209.2%
-181.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | 0.0% |
| 7D | -1.5% | -0.8% | -0.7% | -0.9% |
| 30D | -3.1% | -2.2% | -0.9% | -1.6% |
| 3M | +5.2% | +3.1% | +2.1% | +3.1% |
| 6M | -12.8% | +9.7% | -22.5% | -18.1% |
| YTD | -23.3% | +14.9% | -38.2% | -30.2% |
| 1Y | -24.1% | +17.6% | -41.7% | -32.0% |
| 3Y | -32.1% | +65.3% | -97.4% | -51.9% |
| 5Y | -32.8% | +78.7% | -111.5% | -55.0% |
| All | +27.4% | +209.2% | -181.8% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling