+924.9%
VLO vs MCK
+442.8%
+482.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.3% | -2.9% | +8.2% | +6.3% |
| 30D | +18.2% | +0.4% | +17.8% | +17.9% |
| 3M | +53.3% | +12.1% | +41.2% | +46.6% |
| 6M | +70.4% | -5.4% | +75.9% | +72.3% |
| YTD | +143.4% | +7.8% | +135.6% | +132.5% |
| 1Y | +153.0% | +22.9% | +130.0% | +129.4% |
| 3Y | +195.0% | +110.7% | +84.2% | +107.6% |
| 5Y | +618.8% | +346.2% | +272.6% | +258.6% |
| All | +924.9% | +442.8% | +482.1% | +364.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling