+1,197.0%
VST vs MCK
+472.4%
+724.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | +2.0% | -4.4% | +6.4% | +2.9% |
| 30D | +1.5% | -2.2% | +3.7% | +1.9% |
| 3M | +6.3% | +11.6% | -5.3% | +3.2% |
| 6M | -10.3% | -4.9% | -5.4% | -9.8% |
| YTD | -8.6% | +7.7% | -16.3% | -11.1% |
| 1Y | -29.3% | +25.2% | -54.6% | -34.0% |
| 3Y | +344.9% | +112.1% | +232.8% | +253.1% |
| 5Y | +774.8% | +345.8% | +429.0% | +459.9% |
| All | +1,197.0% | +472.4% | +724.6% | +634.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling