+380.3%
MCO vs VO
+200.3%
+180.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.8% |
| 7D | -3.8% | -1.5% | -2.2% | -2.1% |
| 30D | -0.4% | -3.0% | +2.6% | +3.1% |
| 3M | +7.7% | +2.8% | +4.9% | +4.4% |
| 6M | +7.0% | +10.9% | -3.9% | -5.0% |
| YTD | -6.4% | +12.5% | -18.9% | -18.2% |
| 1Y | -7.6% | +12.0% | -19.6% | -19.0% |
| 3Y | +43.2% | +56.3% | -13.1% | -13.2% |
| 5Y | +29.6% | +42.9% | -13.4% | -13.1% |
| All | +380.3% | +200.3% | +180.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling