+4.1%
VCIT vs MKC
-35.5%
+39.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -1.4% | -3.0% | +1.5% | -1.3% |
| 30D | +0.6% | +4.8% | -4.3% | +0.3% |
| 3M | -2.2% | -12.8% | +10.6% | -1.6% |
| 6M | -2.3% | +5.0% | -7.3% | -2.7% |
| YTD | -2.2% | -29.1% | +26.9% | -0.4% |
| 1Y | -1.4% | -26.4% | +25.0% | +0.1% |
| 3Y | +18.7% | -21.6% | +40.4% | +19.7% |
| All | +4.1% | -35.5% | +39.6% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling