+31.2%
VCIT vs MCO
+453.0%
-421.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | +0.6% | +9.8% | -9.2% | -0.1% |
| 3M | -2.2% | +4.3% | -6.5% | -2.6% |
| 6M | -2.3% | +16.5% | -18.8% | -3.4% |
| YTD | -2.2% | +0.1% | -2.3% | -2.4% |
| 1Y | -1.4% | +4.4% | -5.8% | -1.9% |
| 3Y | +18.7% | +51.6% | -32.8% | +14.7% |
| 5Y | +3.6% | +36.7% | -33.1% | -0.5% |
| All | +31.2% | +453.0% | -421.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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