+953.6%
VRT vs MKC
-34.7%
+988.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.7% |
| 7D | +2.4% | -4.3% | +6.7% | +1.9% |
| 30D | -2.7% | -3.1% | +0.4% | -3.0% |
| 3M | -9.2% | +6.8% | -16.0% | -8.6% |
| 6M | -0.5% | -18.3% | +17.8% | +0.4% |
| YTD | +62.3% | -23.1% | +85.4% | +64.1% |
| 1Y | +109.6% | -23.7% | +133.2% | +112.1% |
| 3Y | +573.1% | -31.0% | +604.1% | +590.1% |
| 5Y | +953.6% | -33.5% | +987.2% | +989.5% |
| All | +953.6% | -34.7% | +988.3% | +989.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling