+387.0%
VNQ vs MKC
+382.7%
+4.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -0.9% | -4.3% | +3.4% | +1.4% |
| 30D | -2.2% | -3.1% | +0.9% | -0.8% |
| 3M | -1.9% | +6.8% | -8.8% | -6.0% |
| 6M | +3.2% | -18.3% | +21.6% | +13.5% |
| YTD | +9.4% | -23.1% | +32.4% | +23.2% |
| 1Y | +7.5% | -23.7% | +31.2% | +21.0% |
| 3Y | +31.1% | -31.0% | +62.1% | +52.2% |
| 5Y | +6.6% | -33.5% | +40.1% | +22.4% |
| 10Y | +63.9% | +30.3% | +33.7% | +9.6% |
| All | +387.0% | +382.7% | +4.2% | +14.1% |
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 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