+778.9%
VLO vs MET
+195.0%
+583.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.8% |
| 7D | +6.8% | +2.1% | +4.6% | +5.2% |
| 30D | -17.9% | +1.8% | -19.7% | -19.2% |
| 3M | +13.5% | +6.0% | +7.5% | +8.4% |
| 6M | +53.0% | +31.1% | +21.9% | +24.4% |
| YTD | +133.7% | +32.6% | +101.2% | +85.6% |
| 1Y | +115.7% | +30.5% | +85.2% | +72.8% |
| 3Y | +231.9% | +83.6% | +148.4% | +98.0% |
| 5Y | +471.6% | +84.2% | +387.4% | +229.6% |
| All | +778.9% | +195.0% | +583.9% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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