+8,801.5%
MDT vs VLO
+36,773.5%
-27,971.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +1.0% | +9.6% | -8.6% | -0.6% |
| 30D | +9.2% | -17.4% | +26.5% | +12.5% |
| 3M | +14.5% | +10.8% | +3.7% | +11.9% |
| 6M | +37.3% | +56.9% | -19.6% | +25.8% |
| YTD | +9.8% | +136.8% | -127.0% | -7.2% |
| 1Y | +10.5% | +120.7% | -110.1% | -5.4% |
| 3Y | +57.4% | +231.9% | -174.5% | +22.7% |
| 5Y | +1.2% | +479.0% | -477.8% | -30.9% |
| 10Y | +63.2% | +792.2% | -728.9% | -2.6% |
| All | +8,801.5% | +36,773.5% | -27,971.9% | +2,477.0% |
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 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