+321.7%
VWO vs MCO
+1,327.4%
-1,005.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | -1.8% | -3.8% | +2.0% | -0.1% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | +2.2% | +7.7% | -5.5% | -1.7% |
| 6M | +8.8% | +7.0% | +1.8% | +4.5% |
| YTD | +12.4% | -6.4% | +18.8% | +13.6% |
| 1Y | +15.6% | -7.6% | +23.2% | +17.0% |
| 3Y | +62.5% | +43.2% | +19.3% | +31.9% |
| 5Y | +34.3% | +29.6% | +4.7% | +10.8% |
| 10Y | +114.8% | +389.2% | -274.4% | -9.9% |
| All | +321.7% | +1,327.4% | -1,005.8% | -25.9% |
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