+30.6%
VCIT vs MKC
+21.5%
+9.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.6% |
| 7D | +0.1% | -2.4% | +2.5% | +0.2% |
| 30D | +1.1% | +5.4% | -4.2% | +0.9% |
| 3M | -1.4% | -11.1% | +9.8% | -1.0% |
| 6M | -2.3% | -1.4% | -0.9% | -2.4% |
| YTD | -1.8% | -29.4% | +27.6% | -0.6% |
| 1Y | -1.0% | -24.7% | +23.7% | -0.1% |
| 3Y | +19.3% | -21.8% | +41.1% | +20.0% |
| 5Y | +3.8% | -36.0% | +39.8% | +5.1% |
| 10Y | +30.6% | +24.9% | +5.6% | +31.1% |
| All | +30.6% | +21.5% | +9.1% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling