+152.5%
VMC vs COO
+36.7%
+115.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.2% | +3.0% | -0.7% |
| 7D | -5.3% | -9.0% | +3.6% | -1.7% |
| 30D | -12.3% | -16.8% | +4.6% | -5.5% |
| 3M | -10.3% | -7.5% | -2.8% | -7.5% |
| 6M | -8.6% | -16.3% | +7.7% | -2.2% |
| YTD | -11.9% | -22.5% | +10.7% | -2.7% |
| 1Y | -13.9% | -7.0% | -6.9% | -12.3% |
| 3Y | +18.2% | -27.5% | +45.6% | +28.6% |
| 5Y | +47.7% | -43.3% | +91.1% | +76.5% |
| 10Y | +152.5% | +37.6% | +114.9% | +119.2% |
| All | +152.5% | +36.7% | +115.8% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling