+225.9%
VIK vs MKC
-27.7%
+253.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -0.8% | -4.3% | +3.5% | -0.3% |
| 30D | -18.0% | -3.1% | -14.9% | -17.9% |
| 3M | -5.8% | +6.8% | -12.6% | -7.0% |
| 6M | +17.2% | -18.3% | +35.5% | +21.5% |
| YTD | +19.1% | -23.1% | +42.2% | +24.9% |
| 1Y | +33.6% | -23.7% | +57.3% | +40.4% |
| All | +225.9% | -27.7% | +253.7% | +264.4% |
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