+349.1%
VT vs MCO
+1,648.9%
-1,299.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | -2.3% | +2.4% | -4.7% | -3.3% |
| 30D | -5.0% | +12.5% | -17.4% | -9.7% |
| 3M | -4.9% | +7.1% | -12.0% | -8.0% |
| 6M | -1.5% | +13.2% | -14.8% | -7.5% |
| YTD | +8.5% | -0.4% | +8.8% | +6.6% |
| 1Y | +11.4% | +5.8% | +5.6% | +6.5% |
| 3Y | +70.1% | +55.4% | +14.7% | +35.7% |
| 5Y | +53.7% | +36.3% | +17.4% | +27.5% |
| 10Y | +220.0% | +468.9% | -249.0% | +41.1% |
| All | +349.1% | +1,648.9% | -1,299.9% | +6.8% |
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