+40.9%
MCO vs VMC
+17.8%
+23.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -7.3% | -3.7% | -3.6% | -6.1% |
| 30D | -1.7% | -12.8% | +11.1% | +3.1% |
| 3M | +3.9% | -7.9% | +11.8% | +6.7% |
| 6M | +3.8% | -7.5% | +11.3% | +6.0% |
| YTD | -7.9% | -11.6% | +3.7% | -5.5% |
| 1Y | -6.8% | -14.3% | +7.4% | -3.4% |
| All | +40.9% | +17.8% | +23.2% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling