+228.7%
VTV vs MCO
+393.6%
-164.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.1% |
| 7D | -1.1% | -3.8% | +2.7% | +0.4% |
| 30D | -1.0% | -0.4% | -0.6% | -1.0% |
| 3M | +4.6% | +7.7% | -3.1% | +0.9% |
| 6M | +13.5% | +7.0% | +6.5% | +9.3% |
| YTD | +18.5% | -6.4% | +24.9% | +19.9% |
| 1Y | +22.9% | -7.6% | +30.5% | +24.6% |
| 3Y | +67.8% | +43.2% | +24.6% | +37.7% |
| 5Y | +81.8% | +29.6% | +52.3% | +52.3% |
| All | +228.7% | +393.6% | -164.9% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling