+2.5%
MDT vs VLO
+144.1%
-141.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -1.6% | +4.0% | -5.6% | -1.5% |
| 30D | +1.0% | +19.0% | -18.0% | +1.6% |
| 3M | +15.2% | +50.0% | -34.8% | +16.7% |
| 6M | +3.7% | +79.1% | -75.5% | +5.0% |
| YTD | -3.0% | +140.3% | -143.2% | -3.9% |
| 1Y | +2.5% | +148.3% | -145.9% | +3.4% |
| All | +2.5% | +144.1% | -141.7% | +3.4% |
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 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