+7,285.9%
MCO vs VFC
+398.5%
+6,887.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | -3.1% | -2.3% | -0.8% | -2.4% |
| 30D | -0.5% | -13.4% | +12.8% | +4.3% |
| 3M | +5.7% | -23.7% | +29.4% | +14.2% |
| 6M | +3.0% | -24.5% | +27.5% | +10.7% |
| YTD | -6.5% | -27.8% | +21.4% | +1.5% |
| 1Y | -5.8% | -13.5% | +7.7% | -5.6% |
| 3Y | +43.1% | -27.1% | +70.2% | +28.0% |
| 5Y | +29.5% | -79.0% | +108.5% | +86.2% |
| 10Y | +388.8% | -68.7% | +457.6% | +444.3% |
| All | +7,285.9% | +398.5% | +6,887.5% | +3,224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling