-20.9%
VST vs MKC
-23.4%
+2.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.2% |
| 7D | +8.9% | -5.9% | +14.8% | +7.0% |
| 30D | +6.2% | -0.9% | +7.1% | +6.1% |
| 3M | -2.7% | +12.7% | -15.5% | +0.6% |
| 6M | -8.4% | -19.3% | +10.9% | -10.2% |
| YTD | -7.2% | -22.2% | +15.0% | -9.9% |
| 1Y | -20.9% | -23.3% | +2.4% | -24.2% |
| All | -20.9% | -23.4% | +2.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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