+96.3%
VTR vs MKC
+29.9%
+66.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.3% | -1.5% | +1.1% | +0.1% |
| 30D | +1.1% | -3.1% | +4.2% | +2.0% |
| 3M | +7.9% | +5.2% | +2.7% | +5.9% |
| 6M | +6.2% | -12.8% | +19.0% | +10.1% |
| YTD | +17.7% | -23.3% | +41.0% | +26.5% |
| 1Y | +32.9% | -24.1% | +57.0% | +43.0% |
| 3Y | +129.7% | -32.1% | +161.8% | +154.0% |
| 5Y | +89.3% | -32.8% | +122.1% | +105.9% |
| All | +96.3% | +29.9% | +66.5% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling