+172.5%
VEA vs MKC
+332.8%
-160.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.9% | -4.3% | +6.2% | +3.7% |
| 30D | +0.8% | -2.0% | +2.8% | +1.4% |
| 3M | +5.7% | +10.0% | -4.3% | +0.6% |
| 6M | +13.3% | -18.5% | +31.8% | +21.7% |
| YTD | +18.4% | -22.4% | +40.8% | +29.1% |
| 1Y | +27.0% | -23.6% | +50.6% | +38.8% |
| 3Y | +79.3% | -30.4% | +109.7% | +99.5% |
| 5Y | +62.1% | -34.2% | +96.3% | +79.7% |
| 10Y | +160.3% | +26.8% | +133.4% | +74.8% |
| All | +172.5% | +332.8% | -160.2% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling