+23,241.2%
VLO vs MDY
+2,594.0%
+20,647.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +9.6% | +2.3% | +7.4% | +7.3% |
| 30D | -17.4% | +2.0% | -19.4% | -19.2% |
| 3M | +10.8% | -5.6% | +16.4% | +16.6% |
| 6M | +56.9% | +1.3% | +55.7% | +53.2% |
| YTD | +136.8% | +12.3% | +124.4% | +106.0% |
| 1Y | +120.7% | +15.8% | +104.9% | +86.1% |
| 3Y | +231.9% | +56.5% | +175.4% | +105.6% |
| 5Y | +479.0% | +35.1% | +443.9% | +304.0% |
| 10Y | +792.2% | +167.4% | +624.8% | +240.5% |
| All | +23,241.2% | +2,594.0% | +20,647.2% | +2,234.3% |
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