+53.4%
VT vs MKC
-32.7%
+86.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.6% |
| 7D | -2.3% | +2.3% | -4.7% | -2.6% |
| 30D | -5.0% | +8.1% | -13.1% | -6.0% |
| 3M | -4.9% | -6.4% | +1.6% | -4.2% |
| 6M | -1.5% | +1.8% | -3.3% | -2.2% |
| YTD | +8.5% | -26.9% | +35.4% | +13.4% |
| 1Y | +11.4% | -21.7% | +33.1% | +14.8% |
| 3Y | +70.1% | -18.7% | +88.8% | +72.0% |
| All | +53.4% | -32.7% | +86.1% | +72.1% |
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