+420.0%
VLO vs MDB
-44.1%
+464.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.5% |
| 7D | -13.3% | -11.4% | -1.9% | -12.6% |
| 30D | -18.3% | -13.8% | -4.5% | -17.7% |
| 3M | +14.3% | -15.5% | +29.8% | +14.9% |
| 6M | +47.6% | +17.9% | +29.7% | +44.5% |
| YTD | +116.0% | -25.5% | +141.4% | +116.8% |
| 1Y | +101.0% | -12.1% | +113.1% | +98.9% |
| 3Y | +199.0% | -5.9% | +204.9% | +184.4% |
| All | +420.0% | -44.1% | +464.0% | +389.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling