+47.8%
VMC vs MKC
-33.0%
+80.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | -3.8% | -1.5% | -2.3% | -3.5% |
| 30D | -9.7% | -3.1% | -6.6% | -9.1% |
| 3M | -9.6% | +5.2% | -14.8% | -10.6% |
| 6M | -4.8% | -12.8% | +8.0% | -2.2% |
| YTD | -10.9% | -23.3% | +12.4% | -6.0% |
| 1Y | -15.6% | -24.1% | +8.5% | -10.8% |
| 3Y | +19.3% | -32.1% | +51.4% | +28.8% |
| All | +47.8% | -33.0% | +80.8% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling