+752.5%
VLO vs MAR
+538.2%
+214.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -0.4% | +1.0% | -1.5% | -1.0% |
| 30D | -16.6% | +16.2% | -32.8% | -23.5% |
| 3M | +12.3% | +23.1% | -10.8% | -0.6% |
| 6M | +47.8% | +22.0% | +25.9% | +29.7% |
| YTD | +126.7% | +39.2% | +87.6% | +79.7% |
| 1Y | +105.4% | +48.3% | +57.1% | +56.1% |
| 3Y | +222.0% | +123.4% | +98.6% | +84.1% |
| 5Y | +449.8% | +185.4% | +264.5% | +151.4% |
| All | +752.5% | +538.2% | +214.3% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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