-46.6%
VG vs MKC
-33.1%
-13.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.6% |
| 7D | +5.5% | -7.0% | +12.5% | +4.4% |
| 30D | -3.6% | +4.1% | -7.7% | -3.2% |
| 3M | -4.0% | -10.3% | +6.3% | -4.5% |
| 6M | +9.4% | +1.7% | +7.7% | +9.9% |
| YTD | +86.6% | -29.1% | +115.7% | +81.7% |
| 1Y | +69.5% | -26.0% | +95.5% | +64.5% |
| All | -46.6% | -33.1% | -13.5% | -38.8% |
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