+2,412.6%
MCO vs VCLT
+100.6%
+2,311.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.8% | -1.4% | -2.4% | -3.3% |
| 30D | -0.4% | -1.2% | +0.8% | 0.0% |
| 3M | +7.7% | -4.8% | +12.5% | +9.4% |
| 6M | +7.0% | -2.6% | +9.6% | +7.9% |
| YTD | -6.4% | -3.3% | -3.1% | -5.4% |
| 1Y | -7.6% | -4.8% | -2.8% | -6.2% |
| 3Y | +43.2% | +11.5% | +31.7% | +39.5% |
| 5Y | +29.6% | -17.0% | +46.5% | +28.3% |
| 10Y | +389.2% | +16.7% | +372.5% | +429.9% |
| All | +2,412.6% | +100.6% | +2,311.9% | +4,336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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