+9.3%
MCD vs VLO
+231.8%
-222.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.3% |
| 7D | -1.6% | +6.8% | -8.3% | -1.3% |
| 30D | +16.0% | -17.9% | +33.9% | +15.3% |
| 3M | 0.0% | +13.5% | -13.6% | +0.5% |
| 6M | +0.9% | +53.0% | -52.1% | +2.7% |
| YTD | -8.7% | +133.7% | -142.5% | -7.2% |
| 1Y | -8.6% | +115.7% | -124.2% | -6.9% |
| All | +9.3% | +231.8% | -222.5% | +11.4% |
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