+1.4%
MCHP vs VLO
+600.5%
-599.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -2.1% | +4.0% | -6.1% | -3.3% |
| 30D | -11.1% | +19.0% | -30.1% | -15.9% |
| 3M | -18.1% | +50.0% | -68.1% | -28.6% |
| 6M | +10.8% | +79.1% | -68.4% | -10.5% |
| YTD | +14.2% | +140.3% | -126.0% | -18.0% |
| 1Y | +13.5% | +148.3% | -134.9% | -20.2% |
| 3Y | -2.0% | +194.6% | -196.6% | -36.9% |
| 5Y | +1.4% | +609.6% | -608.2% | -50.0% |
| All | +1.4% | +600.5% | -599.1% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling