+4,524.1%
MU vs VLO
+779.3%
+3,744.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.7% |
| 7D | +21.6% | +6.8% | +14.9% | +18.9% |
| 30D | -16.2% | -17.9% | +1.6% | -10.2% |
| 3M | -12.4% | +13.5% | -25.9% | -16.9% |
| 6M | +4.2% | +53.0% | -48.8% | -12.2% |
| YTD | +180.0% | +133.7% | +46.2% | +96.3% |
| 1Y | +226.4% | +115.7% | +110.7% | +136.6% |
| 3Y | +969.7% | +231.9% | +737.8% | +546.8% |
| 5Y | +957.9% | +471.6% | +486.4% | +384.4% |
| All | +4,524.1% | +779.3% | +3,744.8% | +1,621.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling