-9.5%
VMC vs COO
+4.1%
-13.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | -4.3% | -2.2% | -2.1% | -3.6% |
| 30D | -8.2% | -7.0% | -1.2% | -6.0% |
| 3M | -7.0% | +12.2% | -19.3% | -10.0% |
| 6M | -10.8% | -15.1% | +4.4% | -5.4% |
| YTD | -7.4% | -15.1% | +7.7% | -1.9% |
| 1Y | -9.5% | +2.3% | -11.8% | -9.2% |
| All | -9.5% | +4.1% | -13.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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