+561.7%
VTRS vs MKC
+3,311.3%
-2,749.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -3.3% | -2.8% | -0.5% | -2.6% |
| 30D | +1.4% | -3.4% | +4.8% | +2.2% |
| 3M | +4.6% | +3.8% | +0.9% | +3.4% |
| 6M | +18.1% | -17.9% | +36.0% | +23.3% |
| YTD | +34.7% | -23.6% | +58.3% | +42.8% |
| 1Y | +65.6% | -23.1% | +88.7% | +75.1% |
| 3Y | +83.8% | -31.5% | +115.3% | +98.7% |
| 5Y | +46.5% | -33.1% | +79.6% | +58.0% |
| 10Y | -48.6% | +29.3% | -77.9% | -54.5% |
| All | +561.7% | +3,311.3% | -2,749.7% | +127.5% |
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