+195.0%
VLO vs MCK
+112.3%
+82.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.3% | -2.9% | +8.2% | +5.4% |
| 30D | +18.2% | +0.4% | +17.8% | +18.2% |
| 3M | +53.3% | +12.1% | +41.2% | +52.8% |
| 6M | +70.4% | -5.4% | +75.9% | +70.5% |
| YTD | +143.4% | +7.8% | +135.6% | +142.3% |
| 1Y | +153.0% | +22.9% | +130.0% | +150.4% |
| 3Y | +195.0% | +110.7% | +84.2% | +176.6% |
| All | +195.0% | +112.3% | +82.6% | +176.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling