+19.2%
VCIT vs MCO
+44.0%
-24.7%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.3% |
| 30D | -0.8% | +0.9% | -1.7% | -0.8% |
| 3M | -0.5% | +8.7% | -9.2% | -1.2% |
| 6M | -1.4% | +2.4% | -3.8% | -1.7% |
| YTD | -0.8% | -5.2% | +4.4% | -0.5% |
| 1Y | +0.3% | -4.4% | +4.7% | +0.5% |
| 3Y | +19.2% | +45.1% | -25.9% | +12.3% |
| All | +19.2% | +44.0% | -24.7% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling