+32.0%
MRK vs VLO
+54.4%
-22.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.6% |
| 7D | +0.7% | +9.6% | -8.9% | +1.3% |
| 30D | +0.3% | -17.4% | +17.7% | -1.2% |
| 3M | +9.7% | +10.8% | -1.1% | +10.1% |
| 6M | +32.0% | +56.9% | -25.0% | +30.7% |
| All | +32.0% | +54.4% | -22.5% | +30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling