+3.8%
VCIT vs MKC
-33.7%
+37.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -0.3% | -5.9% | +5.5% | 0.0% |
| 30D | -0.8% | -0.9% | +0.1% | -0.7% |
| 3M | -1.0% | +12.7% | -13.7% | -1.7% |
| 6M | -1.8% | -19.3% | +17.5% | -0.7% |
| YTD | -0.7% | -22.2% | +21.5% | +0.6% |
| 1Y | +1.0% | -23.3% | +24.3% | +2.4% |
| 3Y | +18.8% | -30.0% | +48.8% | +20.9% |
| All | +3.8% | -33.7% | +37.5% | +5.8% |
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