+363.8%
VT vs MKC
+273.0%
+90.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.0% |
| 7D | -0.7% | -7.0% | +6.3% | +2.1% |
| 30D | -1.7% | +4.1% | -5.8% | -3.7% |
| 3M | -2.3% | -10.3% | +8.0% | +1.3% |
| 6M | +1.5% | +1.7% | -0.2% | -0.8% |
| YTD | +12.0% | -29.1% | +41.1% | +25.8% |
| 1Y | +12.9% | -26.0% | +38.9% | +24.2% |
| 3Y | +74.9% | -21.5% | +96.4% | +81.2% |
| 5Y | +59.9% | -35.0% | +95.0% | +75.2% |
| 10Y | +224.6% | +25.6% | +199.0% | +115.8% |
| All | +363.8% | +273.0% | +90.8% | +21.8% |
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