-18.9%
VST vs MKC
-24.0%
+5.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.5% |
| 7D | +9.9% | -4.3% | +14.2% | +8.5% |
| 30D | +7.9% | -2.0% | +9.9% | +7.4% |
| 3M | +3.4% | +10.0% | -6.6% | +6.5% |
| 6M | -4.1% | -18.5% | +14.4% | -5.8% |
| YTD | -5.7% | -22.4% | +16.7% | -8.5% |
| 1Y | -18.9% | -23.6% | +4.7% | -22.3% |
| All | -18.9% | -24.0% | +5.1% | -22.3% |
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