+38.0%
MDT vs VLO
+933.4%
-895.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | +4.0% | -5.6% | -2.4% |
| 30D | +1.0% | +19.0% | -18.0% | -2.6% |
| 3M | +15.2% | +50.0% | -34.8% | +5.5% |
| 6M | +3.7% | +79.1% | -75.5% | -9.3% |
| YTD | -3.0% | +140.3% | -143.2% | -20.8% |
| 1Y | +2.5% | +148.3% | -145.9% | -17.2% |
| 3Y | +26.5% | +194.6% | -168.2% | -4.3% |
| 5Y | -18.3% | +609.6% | -627.9% | -53.7% |
| All | +38.0% | +933.4% | -895.4% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling