+166.9%
VEA vs MCO
+939.1%
-772.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -2.1% | -7.3% | +5.3% | +0.8% |
| 30D | -1.1% | -1.7% | +0.6% | -0.5% |
| 3M | +5.1% | +3.9% | +1.2% | +2.9% |
| 6M | +9.8% | +3.8% | +6.0% | +7.3% |
| YTD | +15.9% | -7.9% | +23.8% | +17.9% |
| 1Y | +24.6% | -6.8% | +31.4% | +25.6% |
| 3Y | +75.5% | +40.9% | +34.6% | +48.1% |
| 5Y | +59.4% | +27.5% | +31.9% | +37.4% |
| 10Y | +160.3% | +381.4% | -221.1% | +28.9% |
| All | +166.9% | +939.1% | -772.2% | -24.5% |
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