-35.7%
VG vs MCO
-0.4%
-35.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.2% |
| 7D | +3.8% | -3.1% | +7.0% | +4.7% |
| 30D | +7.2% | -0.5% | +7.8% | +7.0% |
| 3M | +22.8% | +5.7% | +17.1% | +18.2% |
| 6M | +33.2% | +3.0% | +30.2% | +29.3% |
| YTD | +124.8% | -6.5% | +131.3% | +129.0% |
| 1Y | +15.8% | -5.8% | +21.6% | +16.9% |
| All | -35.7% | -0.4% | -35.2% | -39.1% |
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