+22,681.4%
VLO vs MDY
+2,662.7%
+20,018.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.0% |
| 30D | +22.6% | -1.5% | +24.1% | +24.3% |
| 3M | +43.8% | +0.8% | +43.0% | +42.0% |
| 6M | +65.7% | +7.4% | +58.3% | +51.4% |
| YTD | +131.1% | +15.2% | +115.9% | +97.0% |
| 1Y | +143.6% | +16.5% | +127.1% | +104.7% |
| 3Y | +201.4% | +46.8% | +154.6% | +99.5% |
| 5Y | +568.9% | +46.0% | +522.9% | +333.7% |
| 10Y | +891.8% | +172.1% | +719.7% | +273.8% |
| All | +22,681.4% | +2,662.7% | +20,018.7% | +2,132.5% |
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 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