+8,956.1%
VLO vs MAR
+2,498.9%
+6,457.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +5.2% | -4.2% | +9.4% | +7.1% |
| 30D | +22.6% | -6.7% | +29.3% | +26.3% |
| 3M | +43.8% | -12.5% | +56.3% | +51.2% |
| 6M | +65.7% | +0.6% | +65.2% | +61.7% |
| YTD | +131.1% | +9.1% | +122.0% | +115.9% |
| 1Y | +143.6% | +26.2% | +117.4% | +111.4% |
| 3Y | +201.4% | +68.2% | +133.2% | +125.9% |
| 5Y | +568.9% | +163.9% | +405.0% | +293.0% |
| 10Y | +891.8% | +420.6% | +471.2% | +336.0% |
| All | +8,956.1% | +2,498.9% | +6,457.1% | +2,075.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling