+12.5%
VUG vs MKC
-23.8%
+36.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.6% |
| 7D | -1.9% | -2.8% | +0.9% | -2.2% |
| 30D | -1.6% | -3.4% | +1.8% | -2.0% |
| 3M | +4.4% | +3.8% | +0.6% | +5.2% |
| 6M | +13.2% | -17.9% | +31.1% | +10.6% |
| YTD | +7.5% | -23.6% | +31.1% | +4.0% |
| 1Y | +12.5% | -23.1% | +35.6% | +9.6% |
| All | +12.5% | -23.8% | +36.3% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling