+24.6%
MDT vs VLO
+195.4%
-170.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -0.3% | +6.2% | -6.6% | -0.7% |
| 30D | +2.8% | +23.5% | -20.7% | +1.3% |
| 3M | +13.1% | +53.9% | -40.8% | +9.7% |
| 6M | +2.3% | +81.7% | -79.3% | -2.6% |
| YTD | -2.7% | +142.5% | -145.2% | -10.6% |
| 1Y | +0.9% | +145.4% | -144.6% | -7.6% |
| All | +24.6% | +195.4% | -170.8% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling