+1,277.6%
VFC vs MKC
+3,068.3%
-1,790.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.1% | +2.9% |
| 7D | +1.6% | -3.0% | +4.6% | +2.5% |
| 30D | +25.5% | +4.8% | +20.7% | +23.8% |
| 3M | +41.3% | -12.8% | +54.1% | +46.7% |
| 6M | +22.2% | +5.0% | +17.2% | +20.0% |
| YTD | +16.4% | -29.1% | +45.5% | +27.0% |
| 1Y | +38.4% | -26.4% | +64.8% | +49.3% |
| 3Y | +56.2% | -21.6% | +77.8% | +65.6% |
| 5Y | -68.2% | -35.2% | -32.9% | -64.6% |
| 10Y | -48.4% | +25.6% | -74.0% | -51.8% |
| All | +1,277.6% | +3,068.3% | -1,790.7% | +625.4% |
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 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