-34.9%
VST vs MCK
+31.3%
-66.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.0% | -20.8% | -12.2% |
| 7D | -15.7% | +11.3% | -27.1% | -13.6% |
| 30D | -17.0% | +16.8% | -33.8% | -14.3% |
| 3M | -15.9% | +28.9% | -44.8% | -12.0% |
| 6M | -25.0% | +32.7% | -57.7% | -21.0% |
| YTD | -25.1% | +30.8% | -55.9% | -21.2% |
| 1Y | -34.9% | +27.6% | -62.4% | -32.2% |
| All | -34.9% | +31.3% | -66.1% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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