+148.3%
VLO vs MDY
+13.9%
+134.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.0% |
| 7D | +4.0% | -2.5% | +6.5% | +3.8% |
| 30D | +19.0% | -5.0% | +24.0% | +18.6% |
| 3M | +50.0% | +0.5% | +49.5% | +49.9% |
| 6M | +79.1% | +8.0% | +71.1% | +76.7% |
| YTD | +140.3% | +12.2% | +128.1% | +131.2% |
| 1Y | +148.3% | +14.0% | +134.3% | +134.5% |
| All | +148.3% | +13.9% | +134.4% | +134.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling