+911.8%
VLO vs MDY
+175.0%
+736.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.1% |
| 7D | +4.0% | -2.5% | +6.5% | +6.7% |
| 30D | +19.0% | -5.0% | +24.0% | +25.4% |
| 3M | +50.0% | +0.5% | +49.5% | +48.4% |
| 6M | +79.1% | +8.0% | +71.1% | +61.4% |
| YTD | +140.3% | +12.2% | +128.1% | +107.4% |
| 1Y | +148.3% | +14.0% | +134.3% | +109.9% |
| 3Y | +194.6% | +48.2% | +146.5% | +82.9% |
| 5Y | +609.6% | +46.1% | +563.5% | +330.6% |
| All | +911.8% | +175.0% | +736.8% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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