+195.0%
VLO vs MGY
+25.2%
+169.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +5.3% | +3.5% | +1.8% | +3.2% |
| 30D | +18.2% | +5.3% | +13.0% | +14.4% |
| 3M | +53.3% | +2.6% | +50.7% | +49.6% |
| 6M | +70.4% | -3.3% | +73.7% | +72.8% |
| YTD | +143.4% | +29.2% | +114.2% | +107.4% |
| 1Y | +153.0% | +18.0% | +135.0% | +127.0% |
| 3Y | +195.0% | +30.0% | +164.9% | +147.0% |
| All | +195.0% | +25.2% | +169.8% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling