+70.1%
VT vs MKC
-18.6%
+88.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.4% |
| 7D | -2.3% | +2.3% | -4.7% | -2.4% |
| 30D | -5.0% | +8.1% | -13.1% | -5.4% |
| 3M | -4.9% | -6.4% | +1.6% | -4.5% |
| 6M | -1.5% | +1.8% | -3.3% | -1.9% |
| YTD | +8.5% | -26.9% | +35.4% | +11.8% |
| 1Y | +11.4% | -21.7% | +33.1% | +13.6% |
| 3Y | +70.1% | -18.7% | +88.8% | +72.7% |
| All | +70.1% | -18.6% | +88.7% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling