+5,979.9%
MCD vs VLO
+35,889.1%
-29,909.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +5.2% | -8.0% | -3.4% |
| 30D | -6.0% | +22.6% | -28.6% | -8.3% |
| 3M | -5.6% | +43.8% | -49.3% | -9.8% |
| 6M | -21.9% | +65.7% | -87.6% | -26.8% |
| YTD | -14.7% | +131.1% | -145.8% | -23.5% |
| 1Y | -17.3% | +143.6% | -160.9% | -26.4% |
| 3Y | -2.2% | +201.4% | -203.5% | -16.5% |
| 5Y | +20.3% | +568.9% | -548.6% | -9.3% |
| 10Y | +180.7% | +891.8% | -711.1% | +92.3% |
| All | +5,979.9% | +35,889.1% | -29,909.2% | +2,494.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling