+2,235.4%
VGT vs MCO
+1,807.4%
+427.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -1.0% | -7.3% | +6.3% | +2.1% |
| 30D | -0.4% | -1.7% | +1.3% | +0.1% |
| 3M | +6.6% | +3.9% | +2.7% | +4.1% |
| 6M | +31.0% | +3.8% | +27.2% | +27.5% |
| YTD | +27.2% | -7.9% | +35.2% | +29.4% |
| 1Y | +34.5% | -6.8% | +41.3% | +35.5% |
| 3Y | +123.1% | +40.9% | +82.2% | +87.5% |
| 5Y | +135.1% | +27.5% | +107.6% | +105.1% |
| 10Y | +803.4% | +381.4% | +422.0% | +375.8% |
| All | +2,235.4% | +1,807.4% | +427.9% | +510.4% |
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