+5,778.3%
MU vs VLO
+902.9%
+4,875.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -2.8% |
| 7D | +7.2% | +5.8% | +1.4% | +5.0% |
| 30D | +14.0% | +28.3% | -14.4% | +3.9% |
| 3M | +5.4% | +48.7% | -43.4% | -9.3% |
| 6M | +170.3% | +71.9% | +98.4% | +117.1% |
| YTD | +250.7% | +138.7% | +112.0% | +145.9% |
| 1Y | +662.1% | +148.5% | +513.7% | +425.1% |
| 3Y | +1,341.2% | +192.7% | +1,148.5% | +816.0% |
| 5Y | +1,319.3% | +601.6% | +717.7% | +501.5% |
| 10Y | +5,778.3% | +900.2% | +4,878.1% | +2,092.5% |
| All | +5,778.3% | +902.9% | +4,875.4% | +2,092.5% |
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