-1.5%
MCD vs VLO
+199.5%
-201.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +5.2% | -8.0% | -2.7% |
| 30D | -6.0% | +22.6% | -28.6% | -5.5% |
| 3M | -5.6% | +43.8% | -49.3% | -4.7% |
| 6M | -21.9% | +65.7% | -87.6% | -21.0% |
| YTD | -14.7% | +131.1% | -145.8% | -14.3% |
| 1Y | -17.3% | +143.6% | -160.9% | -17.1% |
| All | -1.5% | +199.5% | -201.1% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling