+749.1%
MCO vs VYM
+484.2%
+265.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | -7.3% | -1.9% | -5.5% | -5.0% |
| 30D | -1.7% | -2.6% | +0.9% | +1.7% |
| 3M | +3.9% | +3.6% | +0.3% | -0.8% |
| 6M | +3.8% | +8.7% | -4.9% | -7.1% |
| YTD | -7.9% | +14.1% | -22.0% | -22.9% |
| 1Y | -6.8% | +17.8% | -24.7% | -25.4% |
| 3Y | +40.9% | +64.5% | -23.6% | -26.8% |
| 5Y | +27.5% | +77.5% | -50.0% | -39.9% |
| 10Y | +381.4% | +206.1% | +175.3% | +6.5% |
| All | +749.1% | +484.2% | +265.0% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling