+193.8%
VLO vs MKC
-31.2%
+225.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +6.2% | -4.3% | +10.6% | +6.7% |
| 30D | +23.5% | -3.1% | +26.6% | +23.9% |
| 3M | +53.9% | +6.8% | +47.0% | +52.8% |
| 6M | +81.7% | -18.3% | +100.0% | +85.1% |
| YTD | +142.5% | -23.1% | +165.5% | +148.3% |
| 1Y | +145.4% | -23.7% | +169.1% | +151.7% |
| All | +193.8% | -31.2% | +225.0% | +206.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling