+182.1%
MPC vs VLTO
+54.1%
+128.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -12.8% | +12.0% | -24.8% | -14.5% |
| 30D | -12.7% | +20.8% | -33.6% | -15.7% |
| 3M | +27.1% | +20.1% | +7.0% | +22.7% |
| 6M | +45.8% | +32.6% | +13.2% | +37.4% |
| YTD | +134.7% | +17.3% | +117.4% | +127.4% |
| 1Y | +106.0% | +17.3% | +88.7% | +99.3% |
| 3Y | +165.5% | +66.9% | +98.6% | +146.3% |
| All | +182.1% | +54.1% | +128.0% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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