+51.8%
VG vs MKC
-18.2%
+70.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +5.4% | -13.1% | -6.0% |
| 7D | -16.4% | +9.6% | -26.0% | -13.9% |
| 30D | -10.8% | +12.0% | -22.8% | -7.6% |
| 3M | -6.3% | -2.0% | -4.3% | -5.6% |
| 6M | -12.5% | +7.2% | -19.7% | -9.5% |
| YTD | +76.9% | -23.7% | +100.6% | +52.5% |
| 1Y | +51.8% | -18.3% | +70.1% | +39.3% |
| All | +51.8% | -18.2% | +70.0% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling