+2,545.5%
VRT vs MCK
+660.8%
+1,884.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.3% | -9.9% | -9.6% |
| 7D | +2.4% | -3.6% | +6.0% | +2.9% |
| 30D | -2.7% | +1.4% | -4.1% | -3.0% |
| 3M | -9.2% | +13.8% | -23.0% | -11.5% |
| 6M | -0.5% | -5.2% | +4.6% | +0.3% |
| YTD | +62.3% | +9.0% | +53.3% | +59.0% |
| 1Y | +109.6% | +26.9% | +82.7% | +98.6% |
| 3Y | +573.1% | +114.7% | +458.3% | +450.9% |
| 5Y | +953.6% | +347.1% | +606.5% | +627.3% |
| All | +2,545.5% | +660.8% | +1,884.7% | +1,555.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling