+7,389.9%
MCO vs VMC
+2,364.9%
+5,025.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -1.8% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +0.9% | -9.1% | +10.0% | +4.8% |
| 3M | +8.7% | -4.1% | +12.8% | +10.1% |
| 6M | +2.4% | -5.5% | +8.0% | +4.1% |
| YTD | -5.2% | -8.9% | +3.8% | -2.9% |
| 1Y | -4.4% | -12.9% | +8.6% | -0.6% |
| 3Y | +45.1% | +22.1% | +23.0% | +29.9% |
| 5Y | +31.5% | +52.7% | -21.2% | +6.9% |
| 10Y | +380.7% | +152.7% | +228.0% | +193.1% |
| All | +7,389.9% | +2,364.9% | +5,025.1% | +2,181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling