+9,059.4%
VLO vs MAR
+3,179.8%
+5,879.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.6% |
| 7D | +6.8% | +1.8% | +5.0% | +5.9% |
| 30D | -17.9% | +14.3% | -32.2% | -22.8% |
| 3M | +13.5% | +20.0% | -6.5% | +4.0% |
| 6M | +53.0% | +21.7% | +31.3% | +37.9% |
| YTD | +133.7% | +37.7% | +96.0% | +95.8% |
| 1Y | +115.7% | +46.8% | +68.9% | +75.0% |
| 3Y | +231.9% | +121.0% | +110.9% | +119.5% |
| 5Y | +471.6% | +183.1% | +288.5% | +225.7% |
| 10Y | +780.7% | +532.4% | +248.3% | +252.8% |
| All | +9,059.4% | +3,179.8% | +5,879.6% | +1,873.1% |
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