+1,231.5%
VUG vs MCK
+3,462.5%
-2,231.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -1.9% | -4.4% | +2.5% | -0.6% |
| 30D | -1.6% | -2.2% | +0.7% | -1.0% |
| 3M | +4.4% | +11.6% | -7.2% | +0.4% |
| 6M | +13.2% | -4.9% | +18.1% | +13.9% |
| YTD | +7.5% | +7.7% | -0.2% | +3.3% |
| 1Y | +12.5% | +25.2% | -12.7% | +2.6% |
| 3Y | +86.0% | +112.1% | -26.2% | +39.0% |
| 5Y | +76.5% | +345.8% | -269.4% | +0.5% |
| 10Y | +417.7% | +439.7% | -22.1% | +157.2% |
| All | +1,231.5% | +3,462.5% | -2,231.0% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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