+225.7%
VIK vs MKC
-28.0%
+253.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -0.9% | -1.5% | +0.5% | -0.8% |
| 30D | -18.4% | -3.1% | -15.3% | -18.2% |
| 3M | -8.8% | +5.2% | -14.0% | -9.7% |
| 6M | +17.1% | -12.8% | +30.0% | +20.0% |
| YTD | +19.0% | -23.3% | +42.3% | +24.9% |
| 1Y | +30.1% | -24.1% | +54.3% | +36.9% |
| All | +225.7% | -28.0% | +253.7% | +264.3% |
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 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