+754.3%
VLO vs MLM
+140.5%
+613.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | -0.4% | -5.8% | +5.4% | +2.2% |
| 30D | -16.6% | +9.8% | -26.4% | -20.2% |
| 3M | +12.3% | -5.2% | +17.5% | +14.1% |
| 6M | +47.8% | -10.3% | +58.1% | +51.6% |
| YTD | +126.7% | -15.5% | +142.2% | +135.0% |
| 1Y | +105.4% | -15.0% | +120.4% | +112.0% |
| 3Y | +222.0% | +17.5% | +204.5% | +174.1% |
| 5Y | +449.8% | +30.5% | +419.3% | +323.9% |
| 10Y | +754.3% | +145.5% | +608.8% | +312.3% |
| All | +754.3% | +140.5% | +613.8% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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