-3.2%
MCD vs VLO
+104.0%
-107.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | 0.0% |
| 7D | +7.3% | -9.5% | +16.8% | +5.9% |
| 30D | +20.0% | -19.1% | +39.1% | +17.1% |
| 3M | +3.8% | +11.4% | -7.5% | +5.7% |
| 6M | +3.8% | +46.7% | -43.0% | +10.0% |
| YTD | -5.9% | +118.6% | -124.5% | +2.9% |
| 1Y | -3.2% | +99.9% | -103.1% | +5.5% |
| All | -3.2% | +104.0% | -107.3% | +5.5% |
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