+67.0%
VSH vs MKC
-34.7%
+101.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | +3.5% | -4.3% | +7.8% | +3.8% |
| 30D | -4.4% | -3.1% | -1.3% | -4.3% |
| 3M | -45.8% | +6.8% | -52.6% | -46.5% |
| 6M | +90.1% | -18.3% | +108.5% | +97.8% |
| YTD | +120.3% | -23.1% | +143.4% | +131.8% |
| 1Y | +112.2% | -23.7% | +135.9% | +123.3% |
| 3Y | +36.6% | -31.0% | +67.6% | +47.0% |
| 5Y | +67.0% | -33.5% | +100.6% | +71.9% |
| All | +67.0% | -34.7% | +101.7% | +71.9% |
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