+572.6%
VLO vs MDB
+1,017.4%
-444.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | +5.2% | -17.4% | +22.6% | +6.6% |
| 30D | +22.6% | -2.0% | +24.6% | +22.5% |
| 3M | +43.8% | -3.0% | +46.8% | +43.5% |
| 6M | +65.7% | +48.7% | +17.1% | +59.5% |
| YTD | +131.1% | -12.1% | +143.2% | +130.3% |
| 1Y | +143.6% | +14.5% | +129.1% | +137.0% |
| 3Y | +201.4% | -6.1% | +207.5% | +187.9% |
| 5Y | +568.9% | -27.3% | +596.2% | +522.3% |
| All | +572.6% | +1,017.4% | -444.8% | +315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling