+96.2%
VCIT vs MCO
+2,583.9%
-2,487.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +0.7% | +1.0% | -0.3% | +0.7% |
| 30D | +1.8% | +10.1% | -8.3% | +1.5% |
| 3M | -1.6% | +7.2% | -8.8% | -1.8% |
| 6M | -2.1% | +13.8% | -15.8% | -2.5% |
| YTD | -1.6% | +0.7% | -2.3% | -1.7% |
| 1Y | -0.8% | +5.6% | -6.4% | -1.1% |
| 3Y | +19.9% | +54.1% | -34.1% | +18.3% |
| 5Y | +3.3% | +36.0% | -32.6% | +1.5% |
| 10Y | +30.6% | +457.5% | -426.9% | +30.1% |
| All | +96.2% | +2,583.9% | -2,487.6% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling