+924.9%
VLO vs MCO
+393.6%
+531.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.6% |
| 7D | +5.3% | -3.8% | +9.1% | +6.9% |
| 30D | +18.2% | -0.4% | +18.6% | +18.2% |
| 3M | +53.3% | +7.7% | +45.6% | +47.5% |
| 6M | +70.4% | +7.0% | +63.4% | +63.4% |
| YTD | +143.4% | -6.4% | +149.8% | +145.3% |
| 1Y | +153.0% | -7.6% | +160.6% | +155.3% |
| 3Y | +195.0% | +43.2% | +151.7% | +136.8% |
| 5Y | +618.8% | +29.6% | +589.2% | +489.0% |
| All | +924.9% | +393.6% | +531.3% | +345.6% |
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