+1,164.9%
VST vs MCK
+753.3%
+411.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.6% |
| 7D | +6.6% | +4.0% | +2.6% | +5.7% |
| 30D | -12.4% | +12.9% | -25.3% | -14.9% |
| 3M | -9.0% | +28.9% | -37.9% | -14.4% |
| 6M | -6.4% | +49.9% | -56.4% | -15.9% |
| YTD | -17.2% | +34.8% | -52.0% | -24.0% |
| 1Y | -22.0% | +30.8% | -52.9% | -27.9% |
| 3Y | +296.7% | +137.4% | +159.2% | +199.1% |
| 5Y | +637.6% | +403.3% | +234.3% | +329.2% |
| All | +1,164.9% | +753.3% | +411.6% | +510.0% |
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