+1,934.0%
VRT vs MKC
-5.4%
+1,939.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.6% |
| 7D | +10.5% | -3.0% | +13.5% | +10.5% |
| 30D | -9.3% | +4.8% | -14.1% | -9.4% |
| 3M | -29.6% | -12.8% | -16.8% | -29.4% |
| 6M | -45.4% | +5.0% | -50.4% | -45.8% |
| YTD | +24.8% | -29.1% | +53.9% | +27.9% |
| 1Y | +23.6% | -26.4% | +50.0% | +26.1% |
| 3Y | +379.7% | -21.6% | +401.3% | +368.4% |
| 5Y | +660.3% | -35.2% | +695.6% | +672.1% |
| All | +1,934.0% | -5.4% | +1,939.4% | +1,852.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling