+800.0%
VGT vs MCO
+393.6%
+406.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.3% |
| 7D | -0.2% | -3.8% | +3.6% | +2.1% |
| 30D | -0.4% | -0.4% | 0.0% | -0.5% |
| 3M | +4.4% | +7.7% | -3.3% | -1.3% |
| 6M | +32.1% | +7.0% | +25.1% | +24.6% |
| YTD | +28.8% | -6.4% | +35.2% | +30.4% |
| 1Y | +35.3% | -7.6% | +43.0% | +37.3% |
| 3Y | +124.8% | +43.2% | +81.5% | +69.1% |
| 5Y | +137.9% | +29.6% | +108.4% | +87.4% |
| All | +800.0% | +393.6% | +406.3% | +238.6% |
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