+715.8%
VTV vs MKC
+451.0%
+264.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -0.7% | -4.3% | +3.7% | +1.1% |
| 30D | -0.5% | -3.1% | +2.6% | +0.7% |
| 3M | +5.3% | +6.8% | -1.5% | +1.7% |
| 6M | +12.9% | -18.3% | +31.2% | +21.3% |
| YTD | +18.5% | -23.1% | +41.5% | +29.8% |
| 1Y | +25.3% | -23.7% | +49.0% | +37.2% |
| 3Y | +68.2% | -31.0% | +99.2% | +88.4% |
| 5Y | +80.6% | -33.5% | +114.2% | +100.7% |
| 10Y | +232.9% | +30.3% | +202.7% | +144.0% |
| All | +715.8% | +451.0% | +264.7% | +167.6% |
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