+558.1%
VRT vs MCO
+42.6%
+515.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.1% |
| 7D | -8.4% | -3.8% | -4.6% | -7.3% |
| 30D | -10.9% | -0.4% | -10.5% | -11.0% |
| 3M | -13.7% | +7.7% | -21.4% | -16.9% |
| 6M | -4.1% | +7.0% | -11.1% | -8.3% |
| YTD | +58.7% | -6.4% | +65.1% | +62.0% |
| 1Y | +89.6% | -7.6% | +97.3% | +94.3% |
| 3Y | +558.1% | +43.2% | +514.9% | +411.4% |
| All | +558.1% | +42.6% | +515.5% | +411.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling