+22,941.3%
VLO vs MDY
+2,597.3%
+20,344.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +4.2% |
| 7D | +6.8% | +3.0% | +3.7% | +3.7% |
| 30D | -17.9% | +0.8% | -18.7% | -18.7% |
| 3M | +13.5% | -5.1% | +18.7% | +19.0% |
| 6M | +53.0% | +1.2% | +51.9% | +49.5% |
| YTD | +133.7% | +12.5% | +121.3% | +103.1% |
| 1Y | +115.7% | +13.8% | +101.9% | +85.1% |
| 3Y | +231.9% | +56.4% | +175.5% | +105.7% |
| 5Y | +471.6% | +35.3% | +436.3% | +298.3% |
| 10Y | +780.7% | +167.7% | +613.0% | +235.7% |
| All | +22,941.3% | +2,597.3% | +20,344.0% | +2,201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling