+120.6%
VLO vs MGY
+8.9%
+111.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.2% | -0.5% | -3.1% |
| 7D | -6.0% | -12.1% | +6.2% | +0.4% |
| 30D | -12.9% | -2.6% | -10.3% | -11.5% |
| 3M | +18.3% | -4.2% | +22.6% | +19.3% |
| 6M | +46.4% | -23.9% | +70.4% | +70.8% |
| YTD | +127.7% | +8.8% | +118.9% | +123.1% |
| 1Y | +120.6% | +9.5% | +111.1% | +114.7% |
| All | +120.6% | +8.9% | +111.7% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling