+1,698.9%
MCO vs VT
+346.0%
+1,352.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | +2.4% | -2.3% | +4.7% | +5.1% |
| 30D | +12.5% | -5.0% | +17.4% | +19.0% |
| 3M | +7.1% | -4.9% | +12.0% | +13.1% |
| 6M | +13.2% | -1.5% | +14.8% | +14.0% |
| YTD | -0.4% | +8.5% | -8.8% | -10.7% |
| 1Y | +5.8% | +11.4% | -5.6% | -8.2% |
| 3Y | +55.4% | +70.1% | -14.7% | -17.8% |
| 5Y | +36.3% | +53.7% | -17.4% | -18.0% |
| 10Y | +468.9% | +220.0% | +249.0% | +50.4% |
| All | +1,698.9% | +346.0% | +1,352.9% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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