+83.7%
VOO vs MCO
+28.6%
+55.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | -0.8% | -3.8% | +3.0% | +0.8% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | +3.9% | +7.7% | -3.8% | 0.0% |
| 6M | +13.6% | +7.0% | +6.6% | +9.3% |
| YTD | +12.7% | -6.4% | +19.1% | +14.5% |
| 1Y | +17.6% | -7.6% | +25.2% | +19.7% |
| 3Y | +77.3% | +43.2% | +34.1% | +41.9% |
| All | +83.7% | +28.6% | +55.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 5y: compounded portfolio wealth divided by compounded MCO 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…
5y analysis · Full analysis span regression · 6 months rolling