+348.0%
VT vs MKC
+297.8%
+50.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.7% |
| 7D | -4.2% | +7.0% | -11.1% | -6.7% |
| 30D | -5.8% | +11.4% | -17.2% | -10.0% |
| 3M | -5.2% | -3.7% | -1.5% | -4.4% |
| 6M | +0.1% | +5.3% | -5.2% | -3.4% |
| YTD | +8.2% | -24.4% | +32.6% | +18.6% |
| 1Y | +10.1% | -19.7% | +29.8% | +17.3% |
| 3Y | +69.7% | -16.3% | +85.9% | +71.5% |
| 5Y | +53.4% | -30.5% | +83.9% | +63.7% |
| 10Y | +219.2% | +31.3% | +187.9% | +109.9% |
| All | +348.0% | +297.8% | +50.3% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling