+380.3%
MCO vs VFC
-69.1%
+449.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +0.5% |
| 7D | -3.8% | -1.4% | -2.4% | -3.4% |
| 30D | -0.4% | -9.0% | +8.6% | +1.9% |
| 3M | +7.7% | -24.2% | +31.9% | +14.5% |
| 6M | +7.0% | -18.5% | +25.5% | +10.9% |
| YTD | -6.4% | -25.9% | +19.5% | -1.0% |
| 1Y | -7.6% | -13.0% | +5.3% | -7.5% |
| 3Y | +43.2% | -20.3% | +63.6% | +28.7% |
| 5Y | +29.6% | -78.1% | +107.6% | +88.1% |
| All | +380.3% | -69.1% | +449.3% | +469.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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