+1,559.2%
MCO vs VNQ
+386.3%
+1,172.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | -3.8% | -1.3% | -2.5% | -2.9% |
| 30D | -0.4% | -2.6% | +2.2% | +1.5% |
| 3M | +7.7% | -2.0% | +9.7% | +9.4% |
| 6M | +7.0% | +4.3% | +2.7% | +3.7% |
| YTD | -6.4% | +9.2% | -15.6% | -12.4% |
| 1Y | -7.6% | +5.6% | -13.3% | -11.5% |
| 3Y | +43.2% | +30.8% | +12.4% | +17.8% |
| 5Y | +29.6% | +8.0% | +21.6% | +22.7% |
| 10Y | +389.2% | +63.7% | +325.5% | +245.7% |
| All | +1,559.2% | +386.3% | +1,172.9% | +476.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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