+205.9%
MCD vs VLO
+749.3%
-543.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -3.1% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | +16.6% | -16.6% | +33.2% | +18.9% |
| 3M | +0.9% | +12.3% | -11.3% | -1.0% |
| 6M | +1.5% | +47.8% | -46.4% | -4.2% |
| YTD | -8.3% | +126.7% | -135.1% | -19.1% |
| 1Y | -8.1% | +105.4% | -113.5% | -17.8% |
| 3Y | +10.3% | +222.0% | -211.7% | -9.8% |
| 5Y | +23.4% | +449.8% | -426.4% | -11.7% |
| 10Y | +205.9% | +754.3% | -548.4% | +81.8% |
| All | +205.9% | +749.3% | -543.4% | +81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling