+120.6%
VLO vs MCO
+9.9%
+110.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.6% | -5.0% |
| 7D | -6.0% | +10.7% | -16.7% | -4.6% |
| 30D | -12.9% | +17.9% | -30.8% | -10.9% |
| 3M | +18.3% | +9.5% | +8.9% | +20.0% |
| 6M | +46.4% | +18.1% | +28.4% | +49.7% |
| YTD | +127.7% | +4.1% | +123.6% | +120.3% |
| 1Y | +120.6% | +9.3% | +111.3% | +120.6% |
| All | +120.6% | +9.9% | +110.7% | +120.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling