+608.4%
VST vs MKC
-35.5%
+643.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.0% |
| 7D | +6.6% | -3.0% | +9.6% | +6.3% |
| 30D | -12.4% | +4.8% | -17.2% | -12.1% |
| 3M | -9.0% | -12.8% | +3.8% | -9.3% |
| 6M | -6.4% | +5.0% | -11.5% | -6.5% |
| YTD | -17.2% | -29.1% | +11.9% | -16.5% |
| 1Y | -22.0% | -26.4% | +4.4% | -21.5% |
| 3Y | +296.7% | -21.6% | +318.3% | +281.8% |
| All | +608.4% | -35.5% | +643.9% | +620.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling