+614.6%
VLO vs MKC
-34.7%
+649.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.8% |
| 3M | +53.9% | +6.8% | +47.0% | +53.0% |
| 6M | +81.7% | -18.3% | +100.0% | +84.5% |
| YTD | +142.5% | -23.1% | +165.5% | +147.2% |
| 1Y | +145.4% | -23.7% | +169.1% | +150.3% |
| 3Y | +197.3% | -31.0% | +228.3% | +205.4% |
| 5Y | +614.6% | -33.5% | +648.1% | +655.6% |
| All | +614.6% | -34.7% | +649.3% | +655.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling