+296.7%
VST vs MCK
+138.1%
+158.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -0.8% |
| 7D | +6.6% | +4.0% | +2.6% | +7.1% |
| 30D | -12.4% | +12.9% | -25.3% | -10.9% |
| 3M | -9.0% | +28.9% | -37.9% | -6.6% |
| 6M | -6.4% | +49.9% | -56.4% | -3.6% |
| YTD | -17.2% | +34.8% | -52.0% | -14.5% |
| 1Y | -22.0% | +30.8% | -52.9% | -19.6% |
| 3Y | +296.7% | +137.4% | +159.2% | +299.7% |
| All | +296.7% | +138.1% | +158.5% | +299.7% |
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