+631.1%
VRT vs MKC
-36.0%
+667.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -3.5% |
| 7D | -17.7% | -2.4% | -15.3% | -17.9% |
| 30D | -20.0% | +5.4% | -25.4% | -19.3% |
| 3M | -28.1% | -11.1% | -16.9% | -28.7% |
| 6M | -42.8% | -1.4% | -41.4% | -42.7% |
| YTD | +20.0% | -29.4% | +49.4% | +20.4% |
| 1Y | +3.5% | -24.7% | +28.2% | +3.8% |
| 3Y | +366.1% | -21.8% | +387.9% | +341.3% |
| All | +631.1% | -36.0% | +667.1% | +703.1% |
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