+106,206.6%
MU vs VLO
+35,889.1%
+70,317.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | +5.2% | +3.8% | +6.8% |
| 30D | +13.8% | +22.6% | -8.8% | +4.9% |
| 3M | +2.1% | +43.8% | -41.7% | -11.8% |
| 6M | +153.8% | +65.7% | +88.1% | +103.9% |
| YTD | +256.4% | +131.1% | +125.3% | +148.4% |
| 1Y | +719.8% | +143.6% | +576.1% | +458.4% |
| 3Y | +1,360.4% | +201.4% | +1,159.0% | +799.9% |
| 5Y | +1,312.4% | +568.9% | +743.5% | +495.0% |
| 10Y | +6,142.6% | +891.8% | +5,250.8% | +1,925.2% |
| All | +106,206.6% | +35,889.1% | +70,317.5% | +8,825.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling