+435.3%
MCO vs VTEB
+25.5%
+409.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.2% |
| 7D | -3.8% | -0.9% | -2.8% | -2.6% |
| 30D | -0.4% | -2.5% | +2.1% | +2.8% |
| 3M | +7.7% | -3.0% | +10.7% | +11.9% |
| 6M | +7.0% | -2.1% | +9.1% | +10.0% |
| YTD | -6.4% | -1.5% | -4.9% | -4.5% |
| 1Y | -7.6% | +0.2% | -7.8% | -7.7% |
| 3Y | +43.2% | +8.6% | +34.7% | +30.4% |
| 5Y | +29.6% | +1.2% | +28.4% | +26.0% |
| 10Y | +389.2% | +18.1% | +371.1% | +418.4% |
| All | +435.3% | +25.5% | +409.8% | +624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling