+1,484.1%
VTR vs MCO
+6,022.8%
-4,538.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.8% |
| 7D | -1.8% | -7.3% | +5.5% | +1.3% |
| 30D | +4.0% | -1.7% | +5.7% | +4.6% |
| 3M | +7.8% | +3.9% | +3.9% | +5.7% |
| 6M | +6.4% | +3.8% | +2.5% | +3.8% |
| YTD | +18.3% | -7.9% | +26.2% | +20.1% |
| 1Y | +33.9% | -6.8% | +40.8% | +34.7% |
| 3Y | +134.3% | +40.9% | +93.4% | +94.6% |
| 5Y | +90.3% | +27.5% | +62.8% | +61.3% |
| 10Y | +100.1% | +381.4% | -281.3% | -1.8% |
| All | +1,484.1% | +6,022.8% | -4,538.8% | +170.4% |
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