+111.1%
VSH vs MKC
+25.8%
+85.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.4% | -4.4% |
| 7D | +14.3% | -3.0% | +17.3% | +14.9% |
| 30D | -7.9% | +4.8% | -12.7% | -9.1% |
| 3M | -19.9% | -12.8% | -7.0% | -18.3% |
| 6M | -30.5% | +5.0% | -35.5% | -32.8% |
| YTD | +85.7% | -29.1% | +114.7% | +98.3% |
| 1Y | +98.9% | -26.4% | +125.3% | +109.8% |
| 3Y | +32.1% | -21.6% | +53.7% | +35.0% |
| 5Y | +39.7% | -35.2% | +74.9% | +48.6% |
| All | +111.1% | +25.8% | +85.3% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling