+1,187.3%
VUG vs MKC
+408.0%
+779.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.3% |
| 7D | +2.5% | -3.0% | +5.5% | +3.6% |
| 30D | -6.3% | +4.8% | -11.1% | -8.3% |
| 3M | -6.0% | -12.8% | +6.8% | -1.9% |
| 6M | -3.5% | +5.0% | -8.6% | -6.8% |
| YTD | +3.9% | -29.1% | +33.0% | +15.4% |
| 1Y | +5.1% | -26.4% | +31.5% | +14.8% |
| 3Y | +77.9% | -21.6% | +99.5% | +82.7% |
| 5Y | +62.4% | -35.2% | +97.7% | +76.8% |
| 10Y | +399.4% | +25.6% | +373.8% | +270.2% |
| All | +1,187.3% | +408.0% | +779.3% | +360.8% |
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