+30.6%
VCIT vs MCO
+453.2%
-422.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | +1.1% | +10.0% | -8.9% | +0.4% |
| 3M | -1.4% | +7.0% | -8.4% | -1.9% |
| 6M | -2.3% | +13.7% | -16.0% | -3.3% |
| YTD | -1.8% | +0.6% | -2.4% | -2.1% |
| 1Y | -1.0% | +6.2% | -7.2% | -1.7% |
| 3Y | +19.3% | +51.9% | -32.6% | +15.1% |
| 5Y | +3.8% | +37.5% | -33.7% | -0.3% |
| 10Y | +30.6% | +459.4% | -428.8% | +22.4% |
| All | +30.6% | +453.2% | -422.6% | +22.4% |
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