+9.5%
V vs MKC
-23.8%
+33.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -3.0% | -2.8% | -0.2% | -2.8% |
| 30D | +1.2% | -3.4% | +4.6% | +1.6% |
| 3M | +13.9% | +3.8% | +10.1% | +13.8% |
| 6M | +17.2% | -17.9% | +35.2% | +18.0% |
| YTD | +5.3% | -23.6% | +29.0% | +6.9% |
| 1Y | +9.5% | -23.1% | +32.6% | +10.2% |
| All | +9.5% | -23.8% | +33.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling