+2,723.0%
VRT vs MKC
+3.8%
+2,719.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.4% |
| 7D | +9.1% | -5.9% | +15.0% | +9.2% |
| 30D | +0.9% | -0.9% | +1.8% | +0.9% |
| 3M | -13.4% | +12.7% | -26.1% | -14.1% |
| 6M | +11.7% | -19.3% | +31.0% | +13.9% |
| YTD | +73.2% | -22.2% | +95.4% | +77.2% |
| 1Y | +123.4% | -23.3% | +146.8% | +128.6% |
| 3Y | +606.2% | -30.0% | +636.2% | +623.9% |
| 5Y | +899.9% | -33.8% | +933.7% | +927.3% |
| All | +2,723.0% | +3.8% | +2,719.2% | +2,605.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling