+377.4%
VT vs MKC
+309.5%
+68.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | +0.4% | -5.9% | +6.3% | +2.9% |
| 30D | +1.0% | -0.9% | +1.8% | +1.1% |
| 3M | +2.4% | +12.7% | -10.3% | -3.4% |
| 6M | +12.0% | -19.3% | +31.3% | +20.8% |
| YTD | +15.3% | -22.2% | +37.5% | +25.5% |
| 1Y | +22.6% | -23.3% | +45.9% | +33.6% |
| 3Y | +74.7% | -30.0% | +104.7% | +93.4% |
| 5Y | +66.1% | -33.8% | +99.9% | +83.4% |
| 10Y | +225.0% | +24.4% | +200.6% | +125.1% |
| All | +377.4% | +309.5% | +68.0% | +21.5% |
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