-1.3%
MCD vs VLO
+44.0%
-45.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.8% |
| 7D | +7.1% | -13.3% | +20.4% | +5.0% |
| 30D | +19.8% | -18.3% | +38.1% | +16.7% |
| 3M | +0.8% | +14.3% | -13.5% | +4.0% |
| 6M | -1.3% | +47.6% | -48.9% | +7.8% |
| All | -1.3% | +44.0% | -45.3% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling