+2,545.5%
VRT vs MCO
+200.6%
+2,344.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -8.8% |
| 7D | +2.4% | -3.1% | +5.6% | +4.2% |
| 30D | -2.7% | -0.5% | -2.1% | -2.8% |
| 3M | -9.2% | +5.7% | -14.9% | -13.7% |
| 6M | -0.5% | +3.0% | -3.5% | -5.1% |
| YTD | +62.3% | -6.5% | +68.8% | +61.9% |
| 1Y | +109.6% | -5.8% | +115.3% | +105.9% |
| 3Y | +573.1% | +43.1% | +530.0% | +399.5% |
| 5Y | +953.6% | +29.5% | +924.2% | +717.4% |
| All | +2,545.5% | +200.6% | +2,344.9% | +1,431.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling