+2,397.0%
VRT vs MKC
+1.9%
+2,395.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.6% |
| 7D | -7.7% | -2.8% | -4.9% | -7.6% |
| 30D | -12.0% | -3.4% | -8.6% | -11.9% |
| 3M | -11.7% | +3.8% | -15.4% | -12.0% |
| 6M | -8.1% | -17.9% | +9.9% | -6.5% |
| YTD | +53.2% | -23.6% | +76.8% | +56.8% |
| 1Y | +81.7% | -23.1% | +104.7% | +85.5% |
| 3Y | +535.3% | -31.5% | +566.8% | +552.0% |
| 5Y | +916.4% | -33.1% | +949.5% | +938.7% |
| All | +2,397.0% | +1.9% | +2,395.1% | +2,293.7% |
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