+70.1%
VT vs MCO
+56.4%
+13.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -2.3% | +2.4% | -4.7% | -3.0% |
| 30D | -5.0% | +12.5% | -17.4% | -8.2% |
| 3M | -4.9% | +7.1% | -12.0% | -7.0% |
| 6M | -1.5% | +13.2% | -14.8% | -5.8% |
| YTD | +8.5% | -0.4% | +8.8% | +8.1% |
| 1Y | +11.4% | +5.8% | +5.6% | +8.1% |
| 3Y | +70.1% | +55.4% | +14.7% | +33.7% |
| All | +70.1% | +56.4% | +13.7% | +33.7% |
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 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