+594.6%
VLO vs MDB
+978.8%
-384.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.7% | +3.5% |
| 7D | +5.8% | -18.0% | +23.8% | +7.3% |
| 30D | +28.3% | -10.7% | +39.1% | +29.2% |
| 3M | +48.7% | +1.0% | +47.8% | +48.0% |
| 6M | +71.9% | +31.6% | +40.3% | +67.0% |
| YTD | +138.7% | -15.2% | +153.8% | +138.5% |
| 1Y | +148.5% | +10.1% | +138.3% | +142.4% |
| 3Y | +192.7% | -5.6% | +198.3% | +179.4% |
| 5Y | +601.6% | -24.5% | +626.2% | +549.8% |
| All | +594.6% | +978.8% | -384.1% | +330.2% |
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