+211.3%
MCD vs VLO
+791.1%
-579.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.4% |
| 7D | +5.9% | -6.5% | +12.4% | +6.7% |
| 30D | +19.6% | -17.8% | +37.4% | +22.3% |
| 3M | +3.3% | +19.6% | -16.3% | +0.5% |
| 6M | +3.5% | +49.3% | -45.8% | -2.5% |
| YTD | -6.1% | +122.4% | -128.5% | -16.9% |
| 1Y | -3.7% | +107.4% | -111.1% | -14.0% |
| 3Y | +13.4% | +223.1% | -209.7% | -7.4% |
| 5Y | +25.2% | +432.2% | -407.1% | -10.0% |
| 10Y | +211.3% | +743.6% | -532.4% | +85.2% |
| All | +211.3% | +791.1% | -579.8% | +85.2% |
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