+73.4%
VT vs MCO
+51.9%
+21.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | -1.5% | +9.8% | -11.3% | -4.2% |
| 3M | -4.1% | +4.3% | -8.4% | -5.4% |
| 6M | +0.6% | +16.5% | -15.9% | -4.7% |
| YTD | +11.0% | +0.1% | +10.9% | +10.5% |
| 1Y | +13.3% | +4.4% | +8.9% | +10.8% |
| 3Y | +73.4% | +51.6% | +21.8% | +40.2% |
| All | +73.4% | +51.9% | +21.5% | +40.2% |
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