+471.6%
VLO vs MDY
+35.5%
+436.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.9% |
| 7D | +6.8% | +3.0% | +3.7% | +4.7% |
| 30D | -17.9% | +0.8% | -18.7% | -18.4% |
| 3M | +13.5% | -5.1% | +18.7% | +17.3% |
| 6M | +53.0% | +1.2% | +51.9% | +50.7% |
| YTD | +133.7% | +12.5% | +121.3% | +111.2% |
| 1Y | +115.7% | +13.8% | +101.9% | +93.0% |
| 3Y | +231.9% | +56.4% | +175.5% | +135.6% |
| 5Y | +471.6% | +35.3% | +436.3% | +361.6% |
| All | +471.6% | +35.5% | +436.0% | +361.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling