+193.8%
VLO vs MDY
+48.7%
+145.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.3% |
| 7D | +6.2% | -0.8% | +7.0% | +6.7% |
| 30D | +23.5% | -3.9% | +27.4% | +26.5% |
| 3M | +53.9% | 0.0% | +53.9% | +53.3% |
| 6M | +81.7% | +8.5% | +73.1% | +68.9% |
| YTD | +142.5% | +13.2% | +129.2% | +117.5% |
| 1Y | +145.4% | +15.0% | +130.4% | +116.9% |
| All | +193.8% | +48.7% | +145.2% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling