+789.7%
VFC vs MKC
+3,376.8%
-2,587.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.6% |
| 7D | -1.6% | -5.9% | +4.3% | +0.1% |
| 30D | -11.6% | -0.9% | -10.8% | -11.4% |
| 3M | -18.1% | +12.7% | -30.8% | -21.1% |
| 6M | -27.4% | -19.3% | -8.1% | -23.2% |
| YTD | -24.8% | -22.2% | -2.7% | -20.0% |
| 1Y | -8.2% | -23.3% | +15.1% | -2.1% |
| 3Y | -29.1% | -30.0% | +0.9% | -22.6% |
| 5Y | -79.2% | -33.8% | -45.4% | -77.0% |
| 10Y | -68.1% | +24.4% | -92.5% | -70.3% |
| All | +789.7% | +3,376.8% | -2,587.0% | +356.9% |
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