+2,235.4%
VGT vs MKC
+446.9%
+1,788.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.0% | -2.8% | +1.8% | 0.0% |
| 30D | -0.4% | -3.4% | +2.9% | +0.6% |
| 3M | +6.6% | +3.8% | +2.8% | +4.2% |
| 6M | +31.0% | -17.9% | +49.0% | +39.1% |
| YTD | +27.2% | -23.6% | +50.9% | +37.9% |
| 1Y | +34.5% | -23.1% | +57.5% | +44.4% |
| 3Y | +123.1% | -31.5% | +154.7% | +144.5% |
| 5Y | +135.1% | -33.1% | +168.2% | +153.7% |
| 10Y | +803.4% | +29.3% | +774.1% | +570.5% |
| All | +2,235.4% | +446.9% | +1,788.4% | +686.2% |
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