+13.3%
VT vs MKC
-25.8%
+39.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.2% |
| 7D | +2.4% | -3.0% | +5.3% | +2.2% |
| 30D | -1.5% | +4.8% | -6.3% | -1.2% |
| 3M | -4.1% | -12.8% | +8.7% | -4.7% |
| 6M | +0.6% | +5.0% | -4.5% | +0.8% |
| YTD | +11.0% | -29.1% | +40.1% | +10.6% |
| 1Y | +13.3% | -26.4% | +39.7% | +13.0% |
| All | +13.3% | -25.8% | +39.1% | +13.0% |
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