+13.8%
VRT vs MCK
+31.3%
-17.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.0% | -19.9% | -10.7% |
| 7D | -15.4% | +11.3% | -26.7% | -12.4% |
| 30D | -19.0% | +16.8% | -35.8% | -15.4% |
| 3M | -23.8% | +28.9% | -52.8% | -19.0% |
| 6M | -37.9% | +32.7% | -70.5% | -32.7% |
| YTD | +27.0% | +30.8% | -3.8% | +42.6% |
| 1Y | +13.8% | +27.6% | -13.8% | +27.0% |
| All | +13.8% | +31.3% | -17.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling