+22.2%
VZ vs MCO
-5.6%
+27.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.4% |
| 7D | -1.0% | -3.1% | +2.2% | -1.0% |
| 30D | +5.8% | -0.5% | +6.3% | +5.8% |
| 3M | +10.5% | +5.7% | +4.8% | +11.4% |
| 6M | +1.8% | +3.0% | -1.2% | +2.2% |
| YTD | +28.3% | -6.5% | +34.7% | +28.4% |
| All | +22.2% | -5.6% | +27.7% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling