+362.2%
VST vs MCK
+114.8%
+247.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +5.3% | -3.6% | +8.9% | +5.1% |
| 30D | +5.8% | +1.4% | +4.3% | +5.9% |
| 3M | +3.5% | +13.8% | -10.3% | +4.2% |
| 6M | -7.4% | -5.2% | -2.2% | -6.4% |
| YTD | -6.1% | +9.0% | -15.1% | -5.3% |
| 1Y | -21.6% | +26.9% | -48.5% | -20.7% |
| All | +362.2% | +114.8% | +247.4% | +340.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling