-50.2%
VG vs MKC
-31.8%
-18.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.2% |
| 7D | -8.3% | -1.9% | -6.4% | -8.4% |
| 30D | -10.3% | +8.0% | -18.3% | -9.6% |
| 3M | -10.8% | -8.6% | -2.1% | -11.0% |
| 6M | +3.5% | +1.1% | +2.4% | +4.0% |
| YTD | +74.0% | -27.7% | +101.6% | +69.8% |
| 1Y | +48.9% | -23.7% | +72.6% | +44.7% |
| All | -50.2% | -31.8% | -18.4% | -42.8% |
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