+6.9%
MCO vs VTEB
+0.7%
+6.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -3.3% |
| 7D | +5.4% | +1.2% | +4.2% | +2.6% |
| 30D | +13.9% | +4.2% | +9.8% | +4.3% |
| 3M | +6.7% | -0.5% | +7.2% | +9.8% |
| 6M | +13.9% | -0.6% | +14.4% | +17.3% |
| YTD | +1.6% | +0.3% | +1.3% | +3.9% |
| 1Y | +6.9% | +0.8% | +6.0% | +8.4% |
| All | +6.9% | +0.7% | +6.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling