-19.5%
MDT vs VLO
+619.0%
-638.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -0.3% | +6.2% | -6.6% | -0.8% |
| 30D | +2.8% | +23.5% | -20.7% | +1.0% |
| 3M | +13.1% | +53.9% | -40.8% | +9.1% |
| 6M | +2.3% | +81.7% | -79.3% | -3.1% |
| YTD | -2.7% | +142.5% | -145.2% | -10.7% |
| 1Y | +0.9% | +145.4% | -144.6% | -7.7% |
| 3Y | +26.8% | +197.3% | -170.5% | +12.1% |
| 5Y | -19.5% | +614.6% | -634.0% | -36.9% |
| All | -19.5% | +619.0% | -638.5% | -36.9% |
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