+579.9%
VLO vs MCO
+26.6%
+553.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +4.0% | -7.3% | +11.3% | +5.6% |
| 30D | +19.0% | -1.7% | +20.7% | +19.3% |
| 3M | +50.0% | +3.9% | +46.1% | +48.2% |
| 6M | +79.1% | +3.8% | +75.3% | +76.6% |
| YTD | +140.3% | -7.9% | +148.2% | +142.7% |
| 1Y | +148.3% | -6.8% | +155.2% | +149.4% |
| 3Y | +194.6% | +40.9% | +153.7% | +165.7% |
| All | +579.9% | +26.6% | +553.3% | +522.1% |
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