+601.6%
VLO vs MAR
+155.0%
+446.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +3.9% |
| 7D | +5.8% | -1.7% | +7.5% | +6.3% |
| 30D | +28.3% | -6.9% | +35.2% | +30.9% |
| 3M | +48.7% | -15.8% | +64.6% | +55.8% |
| 6M | +71.9% | +1.9% | +70.0% | +67.0% |
| YTD | +138.7% | +6.6% | +132.1% | +126.5% |
| 1Y | +148.5% | +23.7% | +124.8% | +120.8% |
| 3Y | +192.7% | +64.6% | +128.1% | +128.7% |
| 5Y | +601.6% | +156.4% | +445.3% | +317.6% |
| All | +601.6% | +155.0% | +446.6% | +317.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling