-38.0%
VG vs MCO
+1.0%
-39.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.9% |
| 7D | -2.5% | -2.7% | +0.2% | -1.8% |
| 30D | +11.1% | +0.9% | +10.1% | +10.5% |
| 3M | +14.9% | +8.7% | +6.2% | +9.4% |
| 6M | +18.4% | +2.4% | +15.9% | +16.0% |
| YTD | +116.6% | -5.2% | +121.7% | +119.8% |
| 1Y | +9.4% | -4.4% | +13.7% | +9.9% |
| All | -38.0% | +1.0% | -39.0% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling