+211.7%
MCD vs VLO
+770.2%
-558.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.4% |
| 7D | +7.1% | -13.3% | +20.4% | +8.9% |
| 30D | +19.8% | -18.3% | +38.1% | +22.5% |
| 3M | +0.8% | +14.3% | -13.5% | -1.4% |
| 6M | -1.3% | +47.6% | -48.9% | -6.9% |
| YTD | -7.8% | +116.0% | -123.7% | -18.1% |
| 1Y | -5.0% | +101.0% | -106.0% | -14.8% |
| 3Y | +10.5% | +199.0% | -188.5% | -8.6% |
| 5Y | +22.0% | +419.0% | -397.1% | -12.0% |
| All | +211.7% | +770.2% | -558.5% | +85.6% |
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