+129.7%
VTR vs MCO
+42.6%
+87.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -0.3% | -3.8% | +3.5% | +0.5% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | +7.9% | +7.7% | +0.2% | +6.1% |
| 6M | +6.2% | +7.0% | -0.8% | +4.2% |
| YTD | +17.7% | -6.4% | +24.1% | +19.4% |
| 1Y | +32.9% | -7.6% | +40.5% | +35.2% |
| 3Y | +129.7% | +43.2% | +86.5% | +94.1% |
| All | +129.7% | +42.6% | +87.1% | +94.1% |
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 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