+19.9%
MDT vs VLO
+120.8%
-100.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.8% | +11.9% | +5.9% |
| 7D | +10.7% | -6.0% | +16.7% | +10.4% |
| 30D | +19.3% | -12.9% | +32.2% | +18.9% |
| 3M | +22.8% | +18.3% | +4.4% | +23.4% |
| 6M | +36.4% | +46.4% | -10.1% | +37.9% |
| YTD | +12.1% | +127.7% | -115.7% | +7.6% |
| 1Y | +19.9% | +120.6% | -100.7% | +16.1% |
| All | +19.9% | +120.8% | -100.8% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling