+800.0%
MCO vs VEU
+185.0%
+615.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.2% |
| 7D | -7.3% | -1.9% | -5.4% | -5.5% |
| 30D | -1.7% | -0.7% | -1.0% | -1.0% |
| 3M | +3.9% | +4.9% | -0.9% | -1.7% |
| 6M | +3.8% | +9.8% | -6.0% | -7.3% |
| YTD | -7.9% | +15.3% | -23.2% | -22.1% |
| 1Y | -6.8% | +23.0% | -29.9% | -26.5% |
| 3Y | +40.9% | +73.5% | -32.6% | -22.0% |
| 5Y | +27.5% | +54.5% | -27.0% | -20.2% |
| 10Y | +381.4% | +150.4% | +231.0% | +87.6% |
| All | +800.0% | +185.0% | +615.0% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling