+473.2%
VLO vs MKC
-35.5%
+508.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +9.6% | -3.0% | +12.6% | +9.9% |
| 30D | -17.4% | +4.8% | -22.2% | -17.8% |
| 3M | +10.8% | -12.8% | +23.6% | +12.0% |
| 6M | +56.9% | +5.0% | +51.9% | +56.2% |
| YTD | +136.8% | -29.1% | +165.8% | +143.1% |
| 1Y | +120.7% | -26.4% | +147.1% | +125.5% |
| 3Y | +231.9% | -21.6% | +253.5% | +238.0% |
| All | +473.2% | -35.5% | +508.8% | +501.4% |
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