+3,574.4%
VMC vs COO
+5,493.5%
-1,919.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +2.3% |
| 7D | +0.3% | +4.3% | -4.0% | -0.1% |
| 30D | +18.6% | +17.6% | +1.0% | +16.8% |
| 3M | +2.0% | -13.9% | +15.9% | +3.3% |
| 6M | +2.6% | +6.6% | -4.0% | +1.8% |
| YTD | +2.3% | -22.0% | +24.2% | +4.4% |
| 1Y | +1.7% | -8.8% | +10.5% | +2.3% |
| 3Y | +41.7% | -21.5% | +63.2% | +43.8% |
| 5Y | +46.6% | -41.0% | +87.6% | +52.3% |
| 10Y | +140.3% | +40.9% | +99.4% | +133.3% |
| All | +3,574.4% | +5,493.5% | -1,919.1% | +2,830.7% |
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