+1,250.4%
VUG vs MKC
+457.4%
+793.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.1% | -5.9% | +5.8% | +2.1% |
| 30D | -0.3% | -0.9% | +0.6% | -0.2% |
| 3M | -0.7% | +12.7% | -13.4% | -5.9% |
| 6M | +14.6% | -19.3% | +33.9% | +22.9% |
| YTD | +9.0% | -22.2% | +31.2% | +17.7% |
| 1Y | +14.9% | -23.3% | +38.2% | +24.1% |
| 3Y | +86.0% | -30.0% | +116.0% | +103.4% |
| 5Y | +76.7% | -33.8% | +110.5% | +93.3% |
| 10Y | +411.3% | +24.4% | +386.9% | +288.9% |
| All | +1,250.4% | +457.4% | +793.0% | +369.9% |
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