+1,793.2%
MCO vs VO
+814.4%
+978.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.5% |
| 7D | -3.1% | -0.6% | -2.6% | -2.5% |
| 30D | -0.5% | -1.9% | +1.4% | +1.7% |
| 3M | +5.7% | +3.3% | +2.4% | +1.7% |
| 6M | +3.0% | +9.7% | -6.7% | -7.7% |
| YTD | -6.5% | +12.6% | -19.1% | -18.8% |
| 1Y | -5.8% | +13.6% | -19.4% | -19.2% |
| 3Y | +43.1% | +56.8% | -13.7% | -15.1% |
| 5Y | +29.5% | +42.3% | -12.8% | -14.0% |
| 10Y | +388.8% | +199.2% | +189.7% | +37.2% |
| All | +1,793.2% | +814.4% | +978.8% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling