+380.3%
MCO vs VEU
+155.0%
+225.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.5% |
| 7D | -3.8% | -1.4% | -2.3% | -2.3% |
| 30D | -0.4% | -0.4% | 0.0% | 0.0% |
| 3M | +7.7% | +2.5% | +5.2% | +4.3% |
| 6M | +7.0% | +11.1% | -4.2% | -6.2% |
| YTD | -6.4% | +16.5% | -22.9% | -22.5% |
| 1Y | -7.6% | +22.9% | -30.6% | -28.3% |
| 3Y | +43.2% | +73.4% | -30.2% | -25.2% |
| 5Y | +29.6% | +56.1% | -26.5% | -23.4% |
| All | +380.3% | +155.0% | +225.3% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling