+23,603.1%
VLO vs MCO
+7,504.3%
+16,098.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +4.2% |
| 7D | +5.8% | -2.7% | +8.5% | +6.8% |
| 30D | +28.3% | +0.9% | +27.4% | +27.7% |
| 3M | +48.7% | +8.7% | +40.1% | +43.3% |
| 6M | +71.9% | +2.4% | +69.5% | +68.5% |
| YTD | +138.7% | -5.2% | +143.8% | +139.0% |
| 1Y | +148.5% | -4.4% | +152.8% | +146.9% |
| 3Y | +192.7% | +45.1% | +147.5% | +144.3% |
| 5Y | +601.6% | +31.5% | +570.1% | +490.7% |
| 10Y | +900.2% | +380.7% | +519.4% | +407.7% |
| All | +23,603.1% | +7,504.3% | +16,098.8% | +5,306.2% |
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