+644.6%
VRT vs MKC
-29.9%
+674.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.5% |
| 7D | +13.6% | -4.3% | +18.0% | +11.9% |
| 30D | +6.8% | -2.0% | +8.8% | +6.2% |
| 3M | -3.2% | +10.0% | -13.2% | +0.8% |
| 6M | +20.3% | -18.5% | +38.9% | +17.4% |
| YTD | +79.6% | -22.4% | +102.0% | +73.7% |
| 1Y | +139.0% | -23.6% | +162.6% | +131.7% |
| 3Y | +644.6% | -30.4% | +675.0% | +690.9% |
| All | +644.6% | -29.9% | +674.5% | +690.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling