+380.3%
MCO vs VYM
+209.2%
+171.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +0.9% |
| 7D | -3.8% | -0.8% | -3.0% | -2.9% |
| 30D | -0.4% | -2.2% | +1.9% | +2.3% |
| 3M | +7.7% | +3.1% | +4.7% | +4.1% |
| 6M | +7.0% | +9.7% | -2.7% | -4.0% |
| YTD | -6.4% | +14.9% | -21.3% | -20.6% |
| 1Y | -7.6% | +17.6% | -25.2% | -23.9% |
| 3Y | +43.2% | +65.3% | -22.1% | -19.9% |
| 5Y | +29.6% | +78.7% | -49.2% | -33.2% |
| All | +380.3% | +209.2% | +171.1% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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