+265.1%
MU vs VLO
+120.8%
+144.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.8% | -1.2% | -6.9% |
| 7D | -19.1% | -6.0% | -13.2% | -19.0% |
| 30D | -25.2% | -12.9% | -12.4% | -25.3% |
| 3M | -10.9% | +18.3% | -29.2% | -10.9% |
| 6M | +38.0% | +46.4% | -8.4% | +39.9% |
| YTD | +178.8% | +127.7% | +51.1% | +152.7% |
| 1Y | +265.1% | +120.6% | +144.5% | +243.1% |
| All | +265.1% | +120.8% | +144.4% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling