-69.9%
VFC vs MKC
+29.3%
-99.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.2% |
| 7D | -3.3% | -2.8% | -0.5% | -2.1% |
| 30D | -14.0% | -3.4% | -10.6% | -12.8% |
| 3M | -22.6% | +3.8% | -26.3% | -24.1% |
| 6M | -24.7% | -17.9% | -6.8% | -18.6% |
| YTD | -29.0% | -23.6% | -5.3% | -21.3% |
| 1Y | -13.8% | -23.1% | +9.3% | -5.0% |
| 3Y | -28.2% | -31.5% | +3.3% | -17.5% |
| 5Y | -79.0% | -33.1% | -45.9% | -75.9% |
| All | -69.9% | +29.3% | -99.2% | -71.4% |
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