-3.9%
MCD vs VLO
+120.8%
-124.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.8% | +12.3% | +5.7% |
| 7D | +11.9% | -6.0% | +17.8% | +11.0% |
| 30D | +20.2% | -12.9% | +33.1% | +18.4% |
| 3M | +5.2% | +18.3% | -13.2% | +8.1% |
| 6M | 0.0% | +46.4% | -46.4% | +6.4% |
| YTD | -6.5% | +127.7% | -134.3% | +4.0% |
| 1Y | -3.9% | +120.6% | -124.6% | +6.7% |
| All | -3.9% | +120.8% | -124.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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