+710.1%
VTV vs MCO
+1,807.4%
-1,097.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -2.1% | -7.3% | +5.3% | +0.8% |
| 30D | -1.3% | -1.7% | +0.4% | -0.8% |
| 3M | +5.6% | +3.9% | +1.7% | +3.6% |
| 6M | +12.4% | +3.8% | +8.6% | +9.9% |
| YTD | +17.6% | -7.9% | +25.5% | +19.6% |
| 1Y | +23.5% | -6.8% | +30.3% | +24.6% |
| 3Y | +67.0% | +40.9% | +26.1% | +41.8% |
| 5Y | +80.5% | +27.5% | +53.0% | +55.9% |
| 10Y | +230.6% | +381.4% | -150.8% | +67.8% |
| All | +710.1% | +1,807.4% | -1,097.4% | +98.3% |
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