+7,983.2%
MDT vs VLO
+35,889.1%
-27,905.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.2% | +5.2% | -2.0% | +2.3% |
| 30D | +9.5% | +22.6% | -13.1% | +5.7% |
| 3M | +16.0% | +43.8% | -27.8% | +8.5% |
| 6M | +0.2% | +65.7% | -65.5% | -9.1% |
| YTD | -0.3% | +131.1% | -131.4% | -14.9% |
| 1Y | +4.7% | +143.6% | -138.9% | -11.7% |
| 3Y | +26.5% | +201.4% | -174.8% | +0.7% |
| 5Y | -18.2% | +568.9% | -587.1% | -45.5% |
| 10Y | +40.0% | +891.8% | -851.8% | -17.6% |
| All | +7,983.2% | +35,889.1% | -27,905.9% | +2,261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling