+4.1%
MCO vs VLTO
+20.4%
-16.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | -1.7% | +0.8% | -2.5% | -2.1% |
| 30D | +9.1% | +18.7% | -9.5% | -0.3% |
| 3M | +6.2% | +21.7% | -15.5% | -4.2% |
| 6M | +12.6% | +35.8% | -23.2% | -4.7% |
| YTD | -0.2% | +18.3% | -18.4% | -7.6% |
| 1Y | +4.1% | +20.9% | -16.8% | -4.3% |
| All | +4.1% | +20.4% | -16.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling