+32.4%
VGT vs MKC
-18.2%
+50.7%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.3% |
| 7D | +1.5% | -4.3% | +5.8% | +0.4% |
| 30D | +0.5% | -3.1% | +3.6% | -0.2% |
| 3M | +5.3% | +6.8% | -1.6% | +7.4% |
| 6M | +32.4% | -18.3% | +50.8% | +31.1% |
| All | +32.4% | -18.2% | +50.7% | +31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling