+24.6%
VMC vs COO
-22.0%
+46.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -4.3% | -2.2% | -2.1% | -3.7% |
| 30D | -8.2% | -7.0% | -1.2% | -6.4% |
| 3M | -7.0% | +12.2% | -19.3% | -9.9% |
| 6M | -10.8% | -15.1% | +4.4% | -6.9% |
| YTD | -7.4% | -15.1% | +7.7% | -3.4% |
| 1Y | -9.5% | +2.3% | -11.8% | -10.2% |
| All | +24.6% | -22.0% | +46.6% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling