+1,618.0%
VSH vs MKC
+3,364.7%
-1,746.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +6.2% | -4.3% | +10.6% | +7.5% |
| 30D | -11.1% | -2.0% | -9.1% | -10.9% |
| 3M | -44.9% | +10.0% | -54.9% | -47.1% |
| 6M | +90.0% | -18.5% | +108.5% | +97.8% |
| YTD | +118.8% | -22.4% | +141.2% | +130.1% |
| 1Y | +109.0% | -23.6% | +132.6% | +120.0% |
| 3Y | +35.6% | -30.4% | +66.1% | +45.4% |
| 5Y | +66.7% | -34.2% | +100.9% | +79.2% |
| 10Y | +167.9% | +26.8% | +141.1% | +130.1% |
| All | +1,618.0% | +3,364.7% | -1,746.8% | +602.1% |
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 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