+911.8%
VLO vs MKC
+29.3%
+882.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +4.0% | -2.8% | +6.8% | +4.5% |
| 30D | +19.0% | -3.4% | +22.4% | +19.7% |
| 3M | +50.0% | +3.8% | +46.2% | +48.8% |
| 6M | +79.1% | -17.9% | +97.1% | +84.8% |
| YTD | +140.3% | -23.6% | +163.9% | +150.7% |
| 1Y | +148.3% | -23.1% | +171.4% | +158.1% |
| 3Y | +194.6% | -31.5% | +226.1% | +211.7% |
| 5Y | +609.6% | -33.1% | +642.7% | +640.8% |
| All | +911.8% | +29.3% | +882.5% | +780.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling