+899.8%
MCO vs VIG
+610.7%
+289.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -0.9% |
| 7D | -7.3% | -2.2% | -5.1% | -4.3% |
| 30D | -1.7% | -3.2% | +1.5% | +3.1% |
| 3M | +3.9% | +3.0% | +0.9% | -0.4% |
| 6M | +3.8% | +8.1% | -4.3% | -7.4% |
| YTD | -7.9% | +9.1% | -17.0% | -18.9% |
| 1Y | -6.8% | +12.6% | -19.4% | -21.7% |
| 3Y | +40.9% | +55.4% | -14.4% | -25.0% |
| 5Y | +27.5% | +62.8% | -35.3% | -36.0% |
| 10Y | +381.4% | +246.6% | +134.8% | -21.2% |
| All | +899.8% | +610.7% | +289.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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