+547.3%
VLO vs MDB
+892.0%
-344.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.7% | +2.6% |
| 7D | -6.5% | -0.9% | -5.6% | -6.4% |
| 30D | -17.8% | -15.2% | -2.6% | -16.9% |
| 3M | +19.6% | -17.9% | +37.5% | +20.6% |
| 6M | +49.3% | +9.3% | +40.0% | +46.6% |
| YTD | +122.4% | -22.0% | +144.4% | +122.5% |
| 1Y | +107.4% | -9.3% | +116.8% | +104.6% |
| 3Y | +223.1% | -10.4% | +233.4% | +208.6% |
| 5Y | +432.2% | -43.2% | +475.5% | +403.9% |
| All | +547.3% | +892.0% | -344.7% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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