-79.0%
VFC vs MKC
-34.7%
-44.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -2.3% | -4.3% | +2.0% | -0.4% |
| 30D | -13.4% | -3.1% | -10.3% | -12.2% |
| 3M | -23.7% | +6.8% | -30.5% | -26.3% |
| 6M | -24.5% | -18.3% | -6.1% | -17.6% |
| YTD | -27.8% | -23.1% | -4.8% | -19.6% |
| 1Y | -13.5% | -23.7% | +10.2% | -3.5% |
| 3Y | -27.1% | -31.0% | +3.9% | -16.0% |
| 5Y | -79.0% | -33.5% | -45.5% | -75.4% |
| All | -79.0% | -34.7% | -44.3% | -75.4% |
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 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