+916.4%
VRT vs MCO
+26.7%
+889.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.7% |
| 7D | -7.7% | -7.3% | -0.4% | -3.3% |
| 30D | -12.0% | -1.7% | -10.2% | -11.4% |
| 3M | -11.7% | +3.9% | -15.6% | -15.8% |
| 6M | -8.1% | +3.8% | -11.9% | -13.6% |
| YTD | +53.2% | -7.9% | +61.1% | +54.9% |
| 1Y | +81.7% | -6.8% | +88.5% | +79.4% |
| 3Y | +535.3% | +40.9% | +494.3% | +317.3% |
| 5Y | +916.4% | +27.5% | +888.9% | +574.1% |
| All | +916.4% | +26.7% | +889.7% | +574.1% |
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