+63.4%
VSH vs MKC
-18.2%
+81.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.4% | -10.5% | -1.6% |
| 7D | -13.6% | +9.6% | -23.2% | -8.1% |
| 30D | -30.4% | +12.0% | -42.4% | -24.5% |
| 3M | -33.3% | -2.0% | -31.3% | -32.6% |
| 6M | -15.1% | +7.2% | -22.3% | -8.9% |
| YTD | +80.2% | -23.7% | +104.0% | +79.9% |
| 1Y | +63.4% | -18.3% | +81.7% | +70.6% |
| All | +63.4% | -18.2% | +81.6% | +70.6% |
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