+202.4%
VLO vs MLM
+15.1%
+187.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +5.2% | -2.9% | +8.1% | +5.4% |
| 30D | +22.6% | -6.8% | +29.4% | +23.0% |
| 3M | +43.8% | -11.2% | +55.0% | +44.5% |
| 6M | +65.7% | -21.8% | +87.6% | +70.7% |
| YTD | +131.1% | -17.0% | +148.1% | +133.0% |
| 1Y | +143.6% | -16.4% | +160.0% | +144.5% |
| All | +202.4% | +15.1% | +187.3% | +199.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling