+3,227.9%
VMC vs COO
+5,988.7%
-2,760.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -4.3% | -2.2% | -2.1% | -4.1% |
| 30D | -8.2% | -7.0% | -1.2% | -7.6% |
| 3M | -7.0% | +12.2% | -19.3% | -8.1% |
| 6M | -10.8% | -15.1% | +4.4% | -9.4% |
| YTD | -7.4% | -15.1% | +7.7% | -6.0% |
| 1Y | -9.5% | +2.3% | -11.8% | -9.8% |
| 3Y | +20.5% | -23.7% | +44.1% | +22.7% |
| 5Y | +51.6% | -38.9% | +90.5% | +57.0% |
| 10Y | +150.0% | +49.9% | +100.1% | +141.5% |
| All | +3,227.9% | +5,988.7% | -2,760.8% | +2,536.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling