+137.9%
VGT vs MCO
+28.6%
+109.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.3% |
| 7D | -0.2% | -3.8% | +3.6% | +1.9% |
| 30D | -0.4% | -0.4% | 0.0% | -0.5% |
| 3M | +4.4% | +7.7% | -3.3% | -1.1% |
| 6M | +32.1% | +7.0% | +25.1% | +24.9% |
| YTD | +28.8% | -6.4% | +35.2% | +30.8% |
| 1Y | +35.3% | -7.6% | +43.0% | +37.8% |
| 3Y | +124.8% | +43.2% | +81.5% | +65.6% |
| All | +137.9% | +28.6% | +109.3% | +79.5% |
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