+130.6%
VMC vs COO
+38.3%
+92.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | +1.1% | +4.5% | -3.4% | -0.6% |
| 30D | +17.7% | +16.9% | +0.8% | +10.6% |
| 3M | +1.1% | -16.7% | +17.8% | +8.0% |
| 6M | +1.8% | +5.9% | -4.1% | -1.8% |
| YTD | +1.5% | -22.4% | +23.9% | +11.2% |
| 1Y | -1.1% | -10.1% | +9.0% | +1.6% |
| 3Y | +38.8% | -22.8% | +61.5% | +45.7% |
| 5Y | +49.6% | -41.4% | +91.0% | +75.0% |
| 10Y | +130.6% | +41.3% | +89.4% | +93.5% |
| All | +130.6% | +38.3% | +92.3% | +93.5% |
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