+717.5%
VLO vs MGY
+209.8%
+507.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +4.0% | +1.8% | +2.2% | +3.0% |
| 30D | +19.0% | +6.5% | +12.5% | +14.7% |
| 3M | +50.0% | +0.3% | +49.7% | +48.2% |
| 6M | +79.1% | -2.4% | +81.5% | +80.0% |
| YTD | +140.3% | +29.0% | +111.3% | +107.1% |
| 1Y | +148.3% | +17.0% | +131.3% | +125.2% |
| 3Y | +194.6% | +26.2% | +168.5% | +151.5% |
| 5Y | +609.6% | +92.3% | +517.3% | +365.1% |
| All | +717.5% | +209.8% | +507.7% | +244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling