+1,245.4%
VUG vs MCO
+1,864.1%
-618.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.6% |
| 7D | +0.9% | -2.7% | +3.6% | +1.9% |
| 30D | -1.4% | +0.9% | -2.4% | -1.9% |
| 3M | +2.3% | +8.7% | -6.3% | -1.5% |
| 6M | +15.7% | +2.4% | +13.3% | +13.6% |
| YTD | +8.6% | -5.2% | +13.8% | +9.4% |
| 1Y | +14.1% | -4.4% | +18.4% | +14.1% |
| 3Y | +87.9% | +45.1% | +42.8% | +57.8% |
| 5Y | +76.3% | +31.5% | +44.8% | +53.2% |
| 10Y | +409.7% | +380.7% | +28.9% | +174.7% |
| All | +1,245.4% | +1,864.1% | -618.7% | +274.9% |
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