+153.0%
VLO vs MCK
+25.1%
+127.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.3% | -2.9% | +8.2% | +5.3% |
| 30D | +18.2% | +0.4% | +17.8% | +18.2% |
| 3M | +53.3% | +12.1% | +41.2% | +52.9% |
| 6M | +70.4% | -5.4% | +75.9% | +70.1% |
| YTD | +143.4% | +7.8% | +135.6% | +141.9% |
| 1Y | +153.0% | +22.9% | +130.0% | +145.8% |
| All | +153.0% | +25.1% | +127.9% | +145.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling