+89.6%
VRT vs MKC
-23.2%
+112.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.8% |
| 7D | -8.4% | -1.5% | -6.9% | -9.1% |
| 30D | -10.9% | -3.1% | -7.7% | -12.1% |
| 3M | -13.7% | +5.2% | -18.9% | -10.2% |
| 6M | -4.1% | -12.8% | +8.7% | -3.7% |
| YTD | +58.7% | -23.3% | +82.0% | +53.7% |
| 1Y | +89.6% | -24.1% | +113.7% | +90.0% |
| All | +89.6% | -23.2% | +112.8% | +90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling